+574.7%
XLP vs HBM
+443.9%
+130.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | +0.7% | -3.6% | +4.4% | +0.9% |
| 30D | +10.3% | -19.2% | +29.4% | +11.5% |
| 3M | +6.5% | -20.5% | +27.0% | +7.7% |
| 6M | +8.4% | -12.8% | +21.2% | +8.4% |
| YTD | +18.2% | +5.4% | +12.8% | +16.2% |
| 1Y | +22.4% | +33.0% | -10.5% | +18.4% |
| 3Y | +41.9% | +357.3% | -315.4% | +23.9% |
| 5Y | +40.9% | +210.4% | -169.5% | +23.7% |
| 10Y | +128.4% | +387.1% | -258.8% | +79.6% |
| All | +574.7% | +443.9% | +130.8% | +393.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling