+19.0%
HYG vs XLP
+30.6%
-11.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -0.2% | -2.9% | +2.7% | +0.5% |
| 30D | -0.1% | -2.2% | +2.2% | +0.4% |
| 3M | +0.7% | -0.6% | +1.3% | +0.7% |
| 6M | +1.5% | -2.2% | +3.7% | +1.9% |
| YTD | +1.9% | +8.3% | -6.3% | -0.5% |
| 1Y | +3.7% | +5.7% | -2.0% | +1.9% |
| 3Y | +26.5% | +25.7% | +0.8% | +16.9% |
| 5Y | +19.0% | +31.3% | -12.3% | +8.3% |
| All | +19.0% | +30.6% | -11.7% | +8.3% |
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