+135.4%
XLP vs HWM
+1,599.0%
-1,463.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | +2.3% | -1.8% | +4.1% | +2.5% |
| 30D | +9.1% | -2.7% | +11.8% | +9.2% |
| 3M | +7.9% | -22.7% | +30.6% | +11.1% |
| 6M | +9.6% | -18.9% | +28.5% | +11.9% |
| YTD | +19.4% | +7.1% | +12.4% | +17.0% |
| 1Y | +22.4% | +4.7% | +17.7% | +20.2% |
| 3Y | +43.2% | +345.6% | -302.4% | +11.1% |
| 5Y | +42.6% | +588.3% | -545.7% | +2.4% |
| 10Y | +135.4% | +1,516.2% | -1,380.7% | +43.5% |
| All | +135.4% | +1,599.0% | -1,463.6% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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