+9.9%
HIG vs XLRE
+14.1%
-4.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -1.0% | +0.6% |
| 7D | +6.2% | +7.1% | -0.9% | +2.4% |
| 30D | +9.4% | +10.9% | -1.5% | +3.6% |
| 3M | -2.3% | +0.7% | -3.1% | -2.9% |
| 6M | +4.2% | +4.1% | 0.0% | +1.9% |
| YTD | +1.6% | +14.5% | -12.9% | -3.9% |
| 1Y | +9.9% | +14.1% | -4.2% | +4.1% |
| All | +9.9% | +14.1% | -4.2% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling