+242.6%
HL vs XLP
+102.6%
+140.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.5% |
| 7D | +7.1% | -1.4% | +8.5% | +8.4% |
| 30D | +21.4% | -1.3% | +22.7% | +22.5% |
| 3M | +37.4% | +1.8% | +35.6% | +33.6% |
| 6M | +0.4% | -0.8% | +1.2% | -0.5% |
| YTD | +6.7% | +9.5% | -2.8% | -3.7% |
| 1Y | +102.4% | +7.2% | +95.2% | +85.2% |
| 3Y | +417.4% | +27.1% | +390.3% | +295.4% |
| 5Y | +243.3% | +32.0% | +211.3% | +155.2% |
| 10Y | +242.6% | +102.9% | +139.7% | +82.1% |
| All | +242.6% | +102.6% | +140.0% | +82.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling