+25.6%
HYG vs XLU
+47.0%
-21.4%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.7% | -1.6% | +0.9% | -0.5% |
| 30D | -0.7% | -3.3% | +2.6% | -0.3% |
| 3M | -0.2% | -3.2% | +3.0% | +0.2% |
| 6M | +1.4% | -7.0% | +8.4% | +2.3% |
| YTD | +1.5% | +0.6% | +0.8% | +1.1% |
| 1Y | +2.9% | +2.4% | +0.5% | +2.2% |
| 3Y | +25.6% | +46.3% | -20.6% | +16.7% |
| All | +25.6% | +47.0% | -21.4% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 3y: compounded portfolio wealth divided by compounded XLU 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…
3y analysis · Full analysis span regression · 6 months rolling