+143.6%
XLU vs HWM
+1,323.5%
-1,179.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.7% | +11.6% | +2.6% |
| 7D | +2.1% | -9.2% | +11.3% | +3.6% |
| 30D | -0.4% | -17.9% | +17.5% | +2.7% |
| 3M | +0.5% | -6.0% | +6.5% | +1.1% |
| 6M | -5.8% | -7.4% | +1.6% | -5.3% |
| YTD | +3.1% | +13.1% | -10.0% | +0.2% |
| 1Y | +8.1% | +29.3% | -21.2% | +2.5% |
| 3Y | +50.5% | +389.9% | -339.4% | +11.1% |
| 5Y | +44.7% | +655.5% | -610.8% | -2.0% |
| All | +143.6% | +1,323.5% | -1,179.9% | +40.6% |
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