+18.3%
HYG vs XPO
+261.3%
-243.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.7% | -5.7% | +4.9% | -0.3% |
| 30D | -0.7% | -12.8% | +12.1% | +0.3% |
| 3M | -0.2% | -20.0% | +19.8% | +1.4% |
| 6M | +1.4% | -6.0% | +7.5% | +1.6% |
| YTD | +1.5% | +34.0% | -32.6% | -1.5% |
| 1Y | +2.9% | +35.6% | -32.7% | -0.4% |
| 3Y | +25.6% | +152.3% | -126.6% | +11.6% |
| All | +18.3% | +261.3% | -243.0% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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