+2.7%
HL vs XLP
+22.1%
-19.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +4.6% |
| 7D | +13.8% | +0.1% | +13.7% | +13.3% |
| 30D | -9.7% | +8.9% | -18.7% | -8.2% |
| 3M | -8.5% | +7.5% | -16.0% | -7.3% |
| 6M | -17.2% | +9.4% | -26.6% | -16.0% |
| YTD | -19.6% | +19.3% | -38.9% | -19.0% |
| All | +2.7% | +22.1% | -19.4% | +1.5% |
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