+265.2%
HIG vs XLRE
+109.5%
+155.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | -1.5% | -1.2% | -0.3% | -0.7% |
| 30D | -0.4% | -2.4% | +2.1% | +1.3% |
| 3M | +6.7% | -2.5% | +9.2% | +8.4% |
| 6M | +2.0% | +4.0% | -2.0% | -0.9% |
| YTD | +0.3% | +9.3% | -9.0% | -5.9% |
| 1Y | +4.2% | +5.6% | -1.4% | 0.0% |
| 3Y | +102.2% | +31.3% | +70.9% | +64.6% |
| 5Y | +118.5% | +9.5% | +109.0% | +98.9% |
| 10Y | +311.1% | +89.0% | +222.2% | +166.5% |
| All | +265.2% | +109.5% | +155.7% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling