+151.8%
HYG vs XPO
+9,663.3%
-9,511.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.4% |
| 7D | -0.7% | -1.3% | +0.6% | -0.7% |
| 30D | -0.6% | -10.4% | +9.8% | +0.1% |
| 3M | +0.4% | -15.7% | +16.1% | +1.4% |
| 6M | +1.2% | -6.3% | +7.6% | +1.4% |
| YTD | +1.5% | +34.2% | -32.7% | -0.9% |
| 1Y | +3.2% | +39.9% | -36.8% | +0.3% |
| 3Y | +25.9% | +155.2% | -129.3% | +16.0% |
| 5Y | +18.6% | +264.7% | -246.1% | +4.9% |
| 10Y | +55.8% | +1,500.1% | -1,444.3% | +23.9% |
| All | +151.8% | +9,663.3% | -9,511.5% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling