+25.0%
HL vs XLP
+24.3%
+0.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +3.4% | +9.8% | +13.6% |
| 7D | +0.2% | +5.9% | -5.7% | +1.4% |
| 30D | -12.1% | +13.5% | -25.6% | -9.9% |
| 3M | -2.8% | +8.4% | -11.2% | -1.2% |
| 6M | -14.9% | +11.5% | -26.5% | -13.8% |
| YTD | -22.0% | +20.6% | -42.7% | -18.3% |
| 1Y | +25.0% | +24.3% | +0.7% | +35.7% |
| All | +25.0% | +24.3% | +0.7% | +35.7% |
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