+42.7%
XLP vs HWM
+538.5%
-495.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.2% | -0.2% |
| 7D | +3.5% | -2.4% | +5.9% | +3.6% |
| 30D | +11.6% | -13.3% | +24.8% | +13.0% |
| 3M | +7.6% | -31.0% | +38.7% | +11.6% |
| 6M | +10.0% | -17.1% | +27.2% | +11.3% |
| YTD | +19.7% | -1.9% | +21.6% | +18.3% |
| 1Y | +23.5% | -2.4% | +25.9% | +22.0% |
| 3Y | +44.0% | +322.2% | -278.2% | +6.7% |
| 5Y | +42.7% | +509.8% | -467.1% | -3.7% |
| All | +42.7% | +538.5% | -495.8% | -3.7% |
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