+20.4%
XLV vs HWM
+24.8%
-4.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -3.6% | -11.4% | +7.9% | -2.3% |
| 30D | -1.8% | -18.5% | +16.6% | +0.1% |
| 3M | +7.8% | -13.2% | +21.0% | +8.9% |
| 6M | +9.1% | -8.7% | +17.8% | +8.8% |
| YTD | +7.7% | +12.2% | -4.4% | +5.5% |
| 1Y | +20.4% | +24.9% | -4.5% | +16.8% |
| All | +20.4% | +24.8% | -4.4% | +16.8% |
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