+28.3%
XLP vs HBM
+455.0%
-426.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.0% | -6.4% | +5.3% | -1.0% |
| 30D | -0.9% | +5.9% | -6.8% | -1.0% |
| 3M | +3.8% | -8.9% | +12.7% | +4.1% |
| 6M | -1.7% | +10.7% | -12.4% | -2.3% |
| YTD | +10.3% | +38.3% | -28.0% | +8.9% |
| 1Y | +7.8% | +121.3% | -113.5% | +5.0% |
| All | +28.3% | +455.0% | -426.7% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling