+317.2%
HL vs XLP
+568.6%
-251.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.8% |
| 7D | +8.9% | +0.7% | +8.2% | +8.7% |
| 30D | -10.1% | +10.3% | -20.3% | -15.4% |
| 3M | -7.0% | +6.5% | -13.6% | -10.9% |
| 6M | -18.8% | +8.4% | -27.1% | -23.7% |
| YTD | -23.1% | +18.2% | -41.3% | -31.5% |
| 1Y | +8.9% | +22.4% | -13.5% | -5.1% |
| 3Y | +255.0% | +41.9% | +213.1% | +180.1% |
| 5Y | +151.5% | +40.9% | +110.6% | +101.6% |
| 10Y | +138.4% | +128.4% | +10.0% | +50.2% |
| All | +317.2% | +568.6% | -251.3% | +97.4% |
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