+149.4%
HL vs XLP
+40.8%
+108.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.8% |
| 7D | +8.9% | +0.7% | +8.2% | +8.6% |
| 30D | -10.1% | +10.3% | -20.3% | -16.0% |
| 3M | -7.0% | +6.5% | -13.6% | -11.3% |
| 6M | -18.8% | +8.4% | -27.1% | -24.5% |
| YTD | -23.1% | +18.2% | -41.3% | -33.8% |
| 1Y | +8.9% | +22.4% | -13.5% | -9.2% |
| 3Y | +255.0% | +41.9% | +213.1% | +140.8% |
| All | +149.4% | +40.8% | +108.6% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling