+151.7%
HYG vs XEL
+510.7%
-358.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -0.7% | -3.9% | +3.2% | +0.1% |
| 3M | -0.2% | -2.8% | +2.6% | +0.3% |
| 6M | +1.4% | -5.4% | +6.8% | +2.3% |
| YTD | +1.5% | +3.8% | -2.3% | +0.3% |
| 1Y | +2.9% | +6.8% | -3.9% | +1.0% |
| 3Y | +25.6% | +45.6% | -19.9% | +14.2% |
| 5Y | +18.6% | +30.7% | -12.1% | +9.4% |
| 10Y | +55.7% | +151.7% | -96.0% | +19.7% |
| All | +151.7% | +510.7% | -358.9% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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