+103.1%
XLP vs HBM
+556.8%
-453.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.0% | -6.4% | +5.3% | -0.7% |
| 30D | -0.9% | +5.9% | -6.8% | -1.3% |
| 3M | +3.8% | -8.9% | +12.7% | +4.0% |
| 6M | -1.7% | +10.7% | -12.4% | -3.0% |
| YTD | +10.3% | +38.3% | -28.0% | +7.1% |
| 1Y | +7.8% | +121.3% | -113.5% | +1.5% |
| 3Y | +27.2% | +450.6% | -423.4% | +11.0% |
| 5Y | +32.5% | +338.0% | -305.5% | +15.0% |
| All | +103.1% | +556.8% | -453.6% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling