+246.2%
HL vs XLP
+103.9%
+142.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.8% |
| 7D | +1.5% | -1.0% | +2.5% | +2.4% |
| 30D | +25.1% | -0.9% | +25.9% | +25.8% |
| 3M | +22.9% | +3.8% | +19.1% | +17.2% |
| 6M | -4.9% | -1.7% | -3.2% | -4.9% |
| YTD | +7.8% | +10.3% | -2.4% | -3.2% |
| 1Y | +133.9% | +7.8% | +126.1% | +113.0% |
| 3Y | +380.9% | +27.2% | +353.7% | +267.7% |
| 5Y | +230.2% | +32.5% | +197.7% | +144.8% |
| All | +246.2% | +103.9% | +142.3% | +83.0% |
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