+111.4%
XLK vs HWM
+591.3%
-479.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | +3.4% | +7.3% | -3.9% | +0.5% |
| 30D | -10.6% | +1.6% | -12.2% | -11.5% |
| 3M | -10.6% | -21.9% | +11.2% | -2.3% |
| 6M | -3.5% | -19.0% | +15.6% | +3.6% |
| YTD | +18.7% | +7.9% | +10.8% | +10.9% |
| 1Y | +19.4% | +9.9% | +9.5% | +10.5% |
| 3Y | +94.5% | +342.1% | -247.7% | -11.1% |
| All | +111.4% | +591.3% | -479.8% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling