+124.6%
XLP vs HWM
+1,472.2%
-1,347.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.6% |
| 7D | +0.7% | +3.3% | -2.6% | +0.2% |
| 30D | +10.3% | -7.6% | +17.9% | +11.1% |
| 3M | +6.5% | -28.9% | +35.5% | +10.9% |
| 6M | +8.4% | -19.7% | +28.0% | +10.7% |
| YTD | +18.2% | +0.5% | +17.7% | +16.7% |
| 1Y | +22.4% | +0.3% | +22.2% | +20.9% |
| 3Y | +41.9% | +325.8% | -283.9% | +10.9% |
| 5Y | +40.9% | +524.7% | -483.9% | +2.8% |
| All | +124.6% | +1,472.2% | -1,347.6% | +45.4% |
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