+784.2%
XLK vs HWM
+1,323.5%
-539.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.7% | +11.0% | +3.4% |
| 7D | +2.3% | -9.2% | +11.5% | +5.0% |
| 30D | -0.1% | -17.9% | +17.8% | +5.4% |
| 3M | +2.1% | -6.0% | +8.2% | +3.3% |
| 6M | +37.2% | -7.4% | +44.5% | +38.8% |
| YTD | +30.8% | +13.1% | +17.7% | +24.4% |
| 1Y | +42.6% | +29.3% | +13.3% | +30.1% |
| 3Y | +121.8% | +389.9% | -268.1% | +36.0% |
| 5Y | +145.7% | +655.5% | -509.9% | +33.3% |
| All | +784.2% | +1,323.5% | -539.3% | +285.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling