+416.5%
HL vs XLP
+28.2%
+388.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | +1.5% | -1.0% | +2.5% | +1.8% |
| 30D | +25.1% | -0.9% | +25.9% | +25.3% |
| 3M | +22.9% | +3.8% | +19.1% | +20.1% |
| 6M | -4.9% | -1.7% | -3.2% | -4.3% |
| YTD | +7.8% | +10.3% | -2.4% | +2.0% |
| 1Y | +133.9% | +7.8% | +126.1% | +124.1% |
| All | +416.5% | +28.2% | +388.3% | +280.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling