+120.7%
XLK vs HWM
+389.8%
-269.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +2.3% | -8.0% | +10.4% | +4.8% |
| 30D | +0.8% | -18.0% | +18.8% | +7.2% |
| 3M | +4.1% | -9.5% | +13.6% | +6.7% |
| 6M | +34.8% | -8.4% | +43.1% | +36.7% |
| YTD | +30.8% | +13.6% | +17.2% | +22.0% |
| 1Y | +42.4% | +30.2% | +12.1% | +25.9% |
| All | +120.7% | +389.8% | -269.1% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling