-11.6%
HL vs XLP
+22.7%
-34.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -1.8% |
| 7D | -11.1% | +2.5% | -13.6% | -11.0% |
| 30D | -12.1% | +7.3% | -19.4% | -11.0% |
| 3M | -26.1% | +8.1% | -34.2% | -25.2% |
| 6M | -37.7% | +10.5% | -48.2% | -36.5% |
| YTD | -31.7% | +21.2% | -52.9% | -32.1% |
| 1Y | -11.6% | +22.7% | -34.4% | -14.0% |
| All | -11.6% | +22.7% | -34.3% | -14.0% |
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 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