+44.0%
XLP vs HWM
+591.3%
-547.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +2.5% | +7.3% | -4.8% | +1.8% |
| 30D | +7.3% | +1.6% | +5.7% | +6.9% |
| 3M | +8.1% | -21.9% | +30.0% | +10.6% |
| 6M | +10.5% | -19.0% | +29.5% | +12.4% |
| YTD | +21.2% | +7.9% | +13.2% | +18.6% |
| 1Y | +22.7% | +9.9% | +12.8% | +19.8% |
| 3Y | +44.8% | +342.1% | -297.3% | +7.6% |
| All | +44.0% | +591.3% | -547.2% | -4.1% |
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