+18.3%
HYG vs XLY
+28.1%
-9.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -0.7% | -1.7% | +1.0% | -0.3% |
| 30D | -0.7% | -4.2% | +3.5% | +0.2% |
| 3M | -0.2% | -2.7% | +2.5% | +0.3% |
| 6M | +1.4% | -0.6% | +2.1% | +1.3% |
| YTD | +1.5% | -5.0% | +6.5% | +2.3% |
| 1Y | +2.9% | -4.1% | +7.0% | +3.4% |
| 3Y | +25.6% | +33.6% | -8.0% | +15.1% |
| All | +18.3% | +28.1% | -9.9% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 5y: compounded portfolio wealth divided by compounded XLY 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…
5y analysis · Full analysis span regression · 6 months rolling