+137.7%
XLU vs HWM
+1,311.7%
-1,174.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.4% |
| 7D | -1.6% | -11.4% | +9.8% | +0.3% |
| 30D | -3.3% | -18.5% | +15.2% | -0.2% |
| 3M | -3.2% | -13.2% | +10.0% | -1.2% |
| 6M | -7.0% | -8.7% | +1.7% | -6.2% |
| YTD | +0.6% | +12.2% | -11.5% | -2.2% |
| 1Y | +2.4% | +24.9% | -22.5% | -2.4% |
| 3Y | +46.3% | +383.9% | -337.7% | +8.2% |
| 5Y | +44.0% | +646.1% | -602.2% | -2.3% |
| All | +137.7% | +1,311.7% | -1,174.0% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling