+153.5%
HYG vs XLP
+423.0%
-269.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -0.2% | -1.0% | +0.8% | +0.2% |
| 30D | +0.1% | -0.9% | +1.0% | +0.4% |
| 3M | +0.7% | +3.8% | -3.2% | -0.9% |
| 6M | +1.5% | -1.7% | +3.2% | +1.8% |
| YTD | +2.2% | +10.3% | -8.1% | -2.0% |
| 1Y | +3.9% | +7.8% | -3.9% | +0.5% |
| 3Y | +26.0% | +27.2% | -1.2% | +13.4% |
| 5Y | +19.2% | +32.5% | -13.4% | +4.8% |
| 10Y | +54.8% | +101.8% | -47.0% | +11.9% |
| All | +153.5% | +423.0% | -269.5% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling