+26.7%
HYG vs XLP
+27.2%
-0.5%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | 0.0% | -1.4% | +1.5% | +0.2% |
| 30D | -0.1% | -1.3% | +1.2% | +0.1% |
| 3M | +1.0% | +1.8% | -0.9% | +0.7% |
| 6M | +2.3% | -0.8% | +3.1% | +2.3% |
| YTD | +2.1% | +9.5% | -7.4% | +0.5% |
| 1Y | +3.8% | +7.2% | -3.4% | +2.5% |
| 3Y | +26.7% | +27.1% | -0.4% | +20.8% |
| All | +26.7% | +27.2% | -0.5% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling