+128.8%
XLP vs XHB
+271.6%
-142.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | -0.1% |
| 7D | +0.1% | +1.3% | -1.3% | -0.3% |
| 30D | +8.9% | +11.8% | -2.9% | +5.5% |
| 3M | +7.5% | -3.8% | +11.3% | +8.5% |
| 6M | +9.4% | +4.1% | +5.3% | +7.6% |
| YTD | +19.3% | +4.0% | +15.3% | +16.8% |
| 1Y | +21.7% | +1.6% | +20.2% | +19.9% |
| 3Y | +44.0% | +43.2% | +0.8% | +24.2% |
| 5Y | +42.8% | +35.8% | +6.9% | +22.7% |
| 10Y | +128.8% | +259.3% | -130.5% | +44.5% |
| All | +128.8% | +271.6% | -142.8% | +44.5% |
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