+34.5%
XLB vs HIG
+99.1%
-64.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | -0.2% | -1.1% | +0.8% | +0.1% |
| 30D | -1.7% | -4.9% | +3.2% | -0.2% |
| 3M | +4.4% | +6.8% | -2.4% | +1.8% |
| 6M | +5.0% | -1.7% | +6.7% | +5.3% |
| YTD | +15.5% | -0.2% | +15.7% | +15.0% |
| 1Y | +14.9% | +5.7% | +9.2% | +11.8% |
| 3Y | +34.5% | +100.3% | -65.8% | +5.3% |
| All | +34.5% | +99.1% | -64.5% | +5.3% |
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 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