+1,083.6%
XEL vs HIG
+980.5%
+103.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.7% |
| 7D | +1.3% | -1.1% | +2.4% | +1.4% |
| 30D | -1.5% | -4.9% | +3.4% | -1.0% |
| 3M | -0.2% | +6.8% | -7.0% | -1.0% |
| 6M | -5.4% | -1.7% | -3.8% | -5.3% |
| YTD | +5.6% | -0.2% | +5.9% | +5.6% |
| 1Y | +10.5% | +5.7% | +4.7% | +9.6% |
| 3Y | +49.2% | +100.3% | -51.1% | +38.2% |
| 5Y | +30.1% | +118.5% | -88.4% | +19.0% |
| 10Y | +146.7% | +309.7% | -163.0% | +107.9% |
| All | +1,083.6% | +980.5% | +103.1% | +605.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling