+31.0%
XLB vs HIG
+109.1%
-78.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | -1.6% | -0.7% | -1.0% | -1.4% |
| 30D | +7.2% | +5.4% | +1.9% | +4.7% |
| 3M | 0.0% | -0.9% | +1.0% | +0.2% |
| 6M | +2.3% | +4.8% | -2.5% | -0.6% |
| YTD | +18.4% | +0.9% | +17.5% | +16.8% |
| 1Y | +23.3% | +6.5% | +16.9% | +18.3% |
| 3Y | +45.2% | +95.7% | -50.6% | -2.4% |
| 5Y | +31.0% | +107.1% | -76.1% | -17.1% |
| All | +31.0% | +109.1% | -78.1% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling