+3.2%
HYG vs XLP
+6.2%
-3.1%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.7% | -2.5% | +1.8% | -0.7% |
| 30D | -0.6% | -1.9% | +1.3% | -0.5% |
| 3M | +0.4% | -2.1% | +2.6% | +0.5% |
| 6M | +1.2% | -1.8% | +3.1% | +1.2% |
| YTD | +1.5% | +8.3% | -6.8% | +1.0% |
| 1Y | +3.2% | +6.8% | -3.6% | +2.7% |
| All | +3.2% | +6.2% | -3.1% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling