+39.2%
XLK vs HWM
+24.8%
+14.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +0.2% | -11.4% | +11.6% | +2.8% |
| 30D | -0.6% | -18.5% | +17.8% | +4.1% |
| 3M | +2.6% | -13.2% | +15.7% | +5.5% |
| 6M | +34.0% | -8.7% | +42.6% | +34.8% |
| YTD | +30.7% | +12.2% | +18.5% | +22.2% |
| 1Y | +39.2% | +24.9% | +14.3% | +25.3% |
| All | +39.2% | +24.8% | +14.4% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling