+28.3%
HD vs XLP
+43.9%
-15.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -0.9% |
| 7D | +6.4% | +3.5% | +2.9% | +3.3% |
| 30D | +22.1% | +11.6% | +10.5% | +11.3% |
| 3M | -0.2% | +7.6% | -7.8% | -6.2% |
| 6M | +12.6% | +10.0% | +2.6% | +3.7% |
| YTD | +3.9% | +19.7% | -15.8% | -10.8% |
| 1Y | -3.7% | +23.5% | -27.2% | -19.3% |
| All | +28.3% | +43.9% | -15.6% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling