+42.2%
HYG vs XLC
+145.0%
-102.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | -0.7% | +2.1% | -2.8% | -1.3% |
| 3M | -0.2% | +0.7% | -0.9% | -0.5% |
| 6M | +1.4% | -3.2% | +4.6% | +2.1% |
| YTD | +1.5% | -3.8% | +5.2% | +2.3% |
| 1Y | +2.9% | -2.0% | +4.9% | +3.2% |
| 3Y | +25.6% | +71.4% | -45.7% | +6.8% |
| 5Y | +18.6% | +40.7% | -22.1% | +5.1% |
| All | +42.2% | +145.0% | -102.8% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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