+148.3%
HYG vs XLP
+466.6%
-318.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.3% | +2.3% | -2.1% | -0.6% |
| 30D | -0.1% | +9.1% | -9.2% | -3.3% |
| 3M | -1.9% | +7.9% | -9.8% | -4.8% |
| 6M | -1.3% | +9.6% | -10.9% | -4.9% |
| YTD | +0.1% | +19.4% | -19.4% | -6.9% |
| 1Y | +1.0% | +22.4% | -21.3% | -6.9% |
| 3Y | +23.8% | +43.2% | -19.4% | +6.4% |
| 5Y | +17.3% | +42.6% | -25.2% | +0.3% |
| 10Y | +55.0% | +135.4% | -80.5% | +5.1% |
| All | +148.3% | +466.6% | -318.3% | +6.7% |
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