+299.7%
HL vs XLP
+578.7%
-279.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | -5.6% | -0.5% | -5.0% | -5.3% |
| 30D | -16.2% | +8.3% | -24.5% | -20.3% |
| 3M | -20.5% | +8.7% | -29.2% | -24.6% |
| 6M | -31.7% | +11.2% | -42.8% | -36.7% |
| YTD | -26.4% | +20.0% | -46.4% | -35.0% |
| 1Y | -4.3% | +21.3% | -25.7% | -16.1% |
| 3Y | +276.9% | +43.8% | +233.0% | +195.1% |
| 5Y | +124.1% | +43.3% | +80.7% | +77.8% |
| 10Y | +144.6% | +136.8% | +7.9% | +51.0% |
| All | +299.7% | +578.7% | -279.1% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling