+257.9%
HD vs XLP
+130.4%
+127.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.0% |
| 7D | +3.6% | +0.1% | +3.5% | +3.7% |
| 30D | +21.6% | +8.9% | +12.6% | +11.9% |
| 3M | +0.1% | +7.5% | -7.4% | -6.6% |
| 6M | +13.0% | +9.4% | +3.6% | +3.3% |
| YTD | +4.9% | +19.3% | -14.3% | -11.9% |
| 1Y | -2.1% | +21.7% | -23.8% | -19.4% |
| 3Y | +32.6% | +44.0% | -11.4% | -8.6% |
| 5Y | +8.2% | +42.8% | -34.5% | -24.7% |
| 10Y | +257.9% | +128.8% | +129.1% | +77.6% |
| All | +257.9% | +130.4% | +127.5% | +77.6% |
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