-4.6%
HD vs XLP
+24.3%
-28.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.4% | +3.2% | +3.1% |
| 7D | +11.9% | +5.9% | +6.1% | +6.0% |
| 30D | +26.4% | +13.5% | +13.0% | +12.3% |
| 3M | +2.8% | +8.4% | -5.6% | -4.8% |
| 6M | +15.5% | +11.5% | +3.9% | +3.6% |
| YTD | +5.5% | +20.6% | -15.1% | -14.7% |
| 1Y | -4.6% | +24.3% | -28.9% | -26.1% |
| All | -4.6% | +24.3% | -28.9% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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