+18.3%
HYG vs XYL
-16.2%
+34.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.7% | +1.2% | -1.9% | -0.9% |
| 30D | -0.7% | -11.9% | +11.2% | +1.2% |
| 3M | -0.2% | -1.5% | +1.3% | -0.2% |
| 6M | +1.4% | -11.9% | +13.3% | +3.2% |
| YTD | +1.5% | -20.6% | +22.0% | +4.8% |
| 1Y | +2.9% | -23.5% | +26.4% | +7.0% |
| 3Y | +25.6% | +14.9% | +10.8% | +19.3% |
| All | +18.3% | -16.2% | +34.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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