+55.6%
HYG vs XLP
+139.1%
-83.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | -0.4% | +2.5% | -2.9% | -1.1% |
| 30D | +0.7% | +7.3% | -6.6% | -1.4% |
| 3M | -2.1% | +8.1% | -10.2% | -4.4% |
| 6M | -0.8% | +10.5% | -11.3% | -3.9% |
| YTD | +0.3% | +21.2% | -20.9% | -5.8% |
| 1Y | +1.8% | +22.7% | -21.0% | -4.8% |
| 3Y | +24.1% | +44.8% | -20.7% | +9.1% |
| 5Y | +17.7% | +44.7% | -27.0% | +3.0% |
| All | +55.6% | +139.1% | -83.5% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling