+208.9%
XHB vs HIG
+313.7%
-104.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -4.6% | -1.5% | -3.2% | -4.0% |
| 30D | -9.1% | -0.4% | -8.8% | -9.0% |
| 3M | -8.6% | +6.7% | -15.2% | -11.8% |
| 6M | -4.0% | +2.0% | -6.0% | -5.5% |
| YTD | -3.9% | +0.3% | -4.2% | -4.8% |
| 1Y | -16.5% | +4.2% | -20.7% | -18.8% |
| 3Y | +22.6% | +102.2% | -79.7% | -15.1% |
| 5Y | +33.9% | +118.5% | -84.6% | -11.4% |
| All | +208.9% | +313.7% | -104.8% | +45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling