+222.0%
XLY vs HWM
+1,311.7%
-1,089.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.7% |
| 7D | -1.7% | -11.4% | +9.7% | +1.5% |
| 30D | -4.2% | -18.5% | +14.3% | +1.1% |
| 3M | -2.7% | -13.2% | +10.5% | +0.6% |
| 6M | -0.6% | -8.7% | +8.0% | +0.9% |
| YTD | -5.0% | +12.2% | -17.2% | -9.5% |
| 1Y | -4.1% | +24.9% | -29.0% | -11.6% |
| 3Y | +33.6% | +383.9% | -350.3% | -18.2% |
| 5Y | +28.7% | +646.1% | -617.4% | -30.3% |
| All | +222.0% | +1,311.7% | -1,089.7% | +39.8% |
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 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