+771.8%
XLK vs HWM
+1,301.3%
-529.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.8% |
| 7D | -0.4% | -12.5% | +12.1% | +3.3% |
| 30D | -0.5% | -19.0% | +18.5% | +5.4% |
| 3M | +5.0% | -8.6% | +13.6% | +7.2% |
| 6M | +32.9% | -10.2% | +43.0% | +35.7% |
| YTD | +29.0% | +11.3% | +17.6% | +23.2% |
| 1Y | +37.8% | +24.3% | +13.6% | +27.2% |
| 3Y | +118.7% | +382.3% | -263.6% | +34.7% |
| 5Y | +145.6% | +640.6% | -495.1% | +34.0% |
| All | +771.8% | +1,301.3% | -529.5% | +281.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling