+17.3%
HYG vs XLP
+42.9%
-25.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.3% | +2.3% | -2.1% | -0.2% |
| 30D | -0.1% | +9.1% | -9.2% | -2.0% |
| 3M | -1.9% | +7.9% | -9.8% | -3.6% |
| 6M | -1.3% | +9.6% | -10.9% | -3.5% |
| YTD | +0.1% | +19.4% | -19.4% | -4.5% |
| 1Y | +1.0% | +22.4% | -21.3% | -4.2% |
| 3Y | +23.8% | +43.2% | -19.4% | +10.5% |
| 5Y | +17.3% | +42.6% | -25.2% | +4.9% |
| All | +17.3% | +42.9% | -25.5% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling