+55.2%
HYG vs XLP
+107.2%
-52.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -0.7% | -1.4% | +0.7% | -0.3% |
| 30D | -0.7% | -2.0% | +1.3% | -0.2% |
| 3M | -0.2% | -1.5% | +1.3% | +0.1% |
| 6M | +1.4% | -0.2% | +1.6% | +1.2% |
| YTD | +1.5% | +8.7% | -7.2% | -1.5% |
| 1Y | +2.9% | +6.3% | -3.4% | +0.5% |
| 3Y | +25.6% | +25.1% | +0.6% | +15.5% |
| 5Y | +18.6% | +32.4% | -13.8% | +6.3% |
| All | +55.2% | +107.2% | -52.0% | +20.2% |
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