+34.1%
XLP vs XHB
+37.5%
-3.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | -1.0% | -1.3% | +0.3% | -0.8% |
| 30D | -0.9% | -6.9% | +6.0% | +0.6% |
| 3M | +3.8% | -1.3% | +5.1% | +3.8% |
| 6M | -1.7% | -6.8% | +5.1% | -0.7% |
| YTD | +10.3% | +0.7% | +9.5% | +9.4% |
| 1Y | +7.8% | -11.2% | +19.0% | +9.8% |
| 3Y | +27.2% | +25.3% | +1.9% | +16.7% |
| All | +34.1% | +37.5% | -3.5% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling