+109.1%
XLP vs HWM
+1,494.1%
-1,385.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.0% | -2.1% | +1.1% | -0.8% |
| 30D | -0.9% | -11.0% | +10.1% | +0.6% |
| 3M | +3.8% | +4.0% | -0.2% | +2.9% |
| 6M | -1.7% | -0.2% | -1.5% | -2.2% |
| YTD | +10.3% | +26.7% | -16.4% | +6.1% |
| 1Y | +7.8% | +44.7% | -36.9% | +1.6% |
| 3Y | +27.2% | +426.1% | -398.9% | -2.8% |
| 5Y | +32.5% | +738.5% | -706.0% | -6.6% |
| All | +109.1% | +1,494.1% | -1,385.0% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling