+43.3%
XLP vs HBM
+210.2%
-166.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.5% | -1.3% | +0.7% | -0.5% |
| 30D | +8.3% | -14.8% | +23.2% | +8.8% |
| 3M | +8.7% | -20.7% | +29.4% | +9.4% |
| 6M | +11.2% | -13.9% | +25.1% | +11.1% |
| YTD | +20.0% | +10.6% | +9.4% | +18.0% |
| 1Y | +21.3% | +32.4% | -11.0% | +18.2% |
| 3Y | +43.8% | +432.0% | -388.2% | +26.0% |
| 5Y | +43.3% | +205.5% | -162.1% | +28.7% |
| All | +43.3% | +210.2% | -166.9% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling