+42.0%
XLP vs HWM
+522.4%
-480.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.5% |
| 7D | +0.7% | +3.4% | -2.6% | +0.3% |
| 30D | +10.3% | -7.5% | +17.8% | +10.9% |
| 3M | +6.5% | -28.9% | +35.4% | +10.1% |
| 6M | +8.4% | -19.6% | +28.0% | +10.1% |
| YTD | +18.2% | +0.6% | +17.6% | +16.5% |
| 1Y | +22.4% | +0.3% | +22.1% | +20.7% |
| 3Y | +41.9% | +326.1% | -284.2% | +5.4% |
| All | +42.0% | +522.4% | -480.4% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling