+128.8%
XLP vs HWM
+1,213.0%
-1,084.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.3% | +7.6% | +3.9% |
| 7D | +5.9% | +9.4% | -3.5% | +4.5% |
| 30D | +13.5% | -7.0% | +20.4% | +14.3% |
| 3M | +8.4% | -25.9% | +34.3% | +12.3% |
| 6M | +11.5% | -10.8% | +22.4% | +12.3% |
| YTD | +20.6% | +4.3% | +16.3% | +18.6% |
| 1Y | +24.3% | +4.4% | +19.9% | +22.2% |
| 3Y | +45.1% | +348.8% | -303.7% | +12.7% |
| 5Y | +44.6% | +598.5% | -553.9% | +4.1% |
| 10Y | +133.1% | +1,551.7% | -1,418.6% | +50.2% |
| All | +128.8% | +1,213.0% | -1,084.2% | +46.5% |
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