+158.8%
XLB vs HIG
+315.0%
-156.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.5% | -2.3% | -1.2% | -2.6% |
| 30D | -4.7% | -1.2% | -3.5% | -4.3% |
| 3M | +2.7% | +6.3% | -3.6% | -0.2% |
| 6M | +2.6% | +0.6% | +2.0% | +1.8% |
| YTD | +12.8% | +0.6% | +12.2% | +11.8% |
| 1Y | +14.0% | +6.1% | +7.9% | +10.2% |
| 3Y | +31.5% | +102.0% | -70.5% | -4.6% |
| 5Y | +33.4% | +119.2% | -85.8% | -7.1% |
| All | +158.8% | +315.0% | -156.1% | +41.9% |
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