+42.9%
HYG vs XLC
+141.1%
-98.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -0.2% | -1.4% | +1.3% | +0.2% |
| 30D | -0.1% | -0.9% | +0.8% | +0.1% |
| 3M | +0.7% | -0.3% | +1.0% | +0.6% |
| 6M | +1.5% | -5.2% | +6.7% | +2.8% |
| YTD | +1.9% | -5.3% | +7.3% | +3.2% |
| 1Y | +3.7% | -2.8% | +6.5% | +4.2% |
| 3Y | +26.5% | +71.2% | -44.7% | +7.5% |
| 5Y | +19.0% | +37.6% | -18.6% | +6.1% |
| All | +42.9% | +141.1% | -98.2% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling