+248.1%
HD vs XLP
+135.7%
+112.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.4% |
| 7D | -0.5% | -0.2% | -0.3% | -0.2% |
| 30D | +18.5% | +8.2% | +10.3% | +9.8% |
| 3M | +2.2% | +7.7% | -5.6% | -5.0% |
| 6M | +13.8% | +9.3% | +4.5% | +4.2% |
| YTD | +3.4% | +19.5% | -16.1% | -13.4% |
| 1Y | -3.5% | +21.0% | -24.5% | -20.2% |
| 3Y | +29.0% | +43.2% | -14.2% | -10.9% |
| 5Y | +6.1% | +42.7% | -36.6% | -26.4% |
| All | +248.1% | +135.7% | +112.4% | +64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling