+5.8%
XLU vs HWM
+48.6%
-42.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.8% | -2.1% | +2.9% | +1.0% |
| 30D | -1.3% | -11.0% | +9.7% | 0.0% |
| 3M | -1.3% | +4.0% | -5.4% | -2.2% |
| 6M | -7.6% | -0.2% | -7.4% | -7.8% |
| YTD | +2.3% | +26.7% | -24.4% | -2.3% |
| 1Y | +5.8% | +44.7% | -38.9% | -0.7% |
| All | +5.8% | +48.6% | -42.8% | -0.7% |
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