+1.8%
HYG vs XLP
+22.7%
-20.9%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | -0.4% | +2.5% | -2.9% | -0.5% |
| 30D | +0.7% | +7.3% | -6.6% | +0.4% |
| 3M | -2.1% | +8.1% | -10.2% | -2.4% |
| 6M | -0.8% | +10.5% | -11.3% | -1.2% |
| YTD | +0.3% | +21.2% | -20.9% | -0.4% |
| 1Y | +1.8% | +22.7% | -21.0% | +1.0% |
| All | +1.8% | +22.7% | -20.9% | +1.0% |
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 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