+10.0%
XLP vs HWM
-17.3%
+27.3%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.2% | -1.1% |
| 7D | +3.5% | -2.4% | +5.9% | +3.2% |
| 30D | +11.6% | -13.3% | +24.8% | +10.3% |
| 3M | +7.6% | -31.0% | +38.7% | +4.3% |
| 6M | +10.0% | -17.1% | +27.2% | +8.0% |
| All | +10.0% | -17.3% | +27.3% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling