+254.2%
HD vs XLP
+126.4%
+127.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -0.6% |
| 7D | +4.3% | +0.7% | +3.6% | +3.7% |
| 30D | +20.2% | +10.3% | +9.9% | +9.4% |
| 3M | -1.0% | +6.5% | -7.5% | -6.9% |
| 6M | +7.9% | +8.4% | -0.5% | -0.4% |
| YTD | +2.0% | +18.2% | -16.2% | -13.6% |
| 1Y | -4.3% | +22.4% | -26.7% | -21.7% |
| 3Y | +25.9% | +41.9% | -16.0% | -11.9% |
| 5Y | +5.8% | +40.9% | -35.0% | -25.3% |
| All | +254.2% | +126.4% | +127.8% | +76.4% |
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