+139.5%
XLP vs XHB
+237.3%
-97.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | +7.3% | +9.9% | -2.6% | +4.4% |
| 3M | +8.1% | -6.3% | +14.4% | +9.9% |
| 6M | +10.5% | +3.8% | +6.6% | +8.6% |
| YTD | +21.2% | +0.1% | +21.0% | +19.9% |
| 1Y | +22.7% | -0.8% | +23.5% | +21.7% |
| 3Y | +44.8% | +35.6% | +9.2% | +26.8% |
| 5Y | +44.7% | +29.6% | +15.2% | +26.0% |
| All | +139.5% | +237.3% | -97.8% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling