+45.4%
XEL vs HIG
+101.8%
-56.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -1.2% | -2.3% | +1.1% | -0.5% |
| 30D | -2.9% | -1.2% | -1.7% | -2.6% |
| 3M | -2.7% | +6.3% | -9.0% | -4.9% |
| 6M | -6.5% | +0.6% | -7.1% | -7.1% |
| YTD | +3.6% | +0.6% | +3.0% | +2.9% |
| 1Y | +7.5% | +6.1% | +1.4% | +4.6% |
| All | +45.4% | +101.8% | -56.4% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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