+128.8%
XLP vs HBM
+328.6%
-199.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.0% | -8.1% | +0.4% |
| 7D | +0.1% | +5.0% | -5.0% | -0.2% |
| 30D | +8.9% | -12.7% | +21.7% | +9.6% |
| 3M | +7.5% | -17.4% | +24.9% | +8.3% |
| 6M | +9.4% | -8.9% | +18.3% | +9.1% |
| YTD | +19.3% | +14.9% | +4.4% | +16.8% |
| 1Y | +21.7% | +41.4% | -19.7% | +17.7% |
| 3Y | +44.0% | +462.1% | -418.2% | +25.1% |
| 5Y | +42.8% | +224.0% | -181.2% | +26.2% |
| 10Y | +128.8% | +320.9% | -192.1% | +82.6% |
| All | +128.8% | +328.6% | -199.9% | +82.6% |
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