+192.8%
XLV vs HWM
+1,330.2%
-1,137.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -3.7% | -8.0% | +4.4% | -2.4% |
| 30D | -1.1% | -18.0% | +16.9% | +2.1% |
| 3M | +8.2% | -9.5% | +17.7% | +9.7% |
| 6M | +8.9% | -8.4% | +17.3% | +9.8% |
| YTD | +8.5% | +13.6% | -5.1% | +5.2% |
| 1Y | +22.3% | +30.2% | -7.9% | +15.6% |
| 3Y | +32.6% | +392.2% | -359.6% | -3.6% |
| 5Y | +34.4% | +645.2% | -610.8% | -10.6% |
| All | +192.8% | +1,330.2% | -1,137.4% | +61.4% |
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