+35.0%
XLB vs HIG
+117.6%
-82.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.4% |
| 7D | -2.9% | -0.5% | -2.5% | -2.8% |
| 30D | -3.4% | -2.8% | -0.5% | -2.2% |
| 3M | +1.6% | +6.3% | -4.7% | -1.6% |
| 6M | +3.6% | -0.1% | +3.7% | +3.1% |
| YTD | +14.2% | +0.4% | +13.8% | +13.1% |
| 1Y | +15.6% | +6.2% | +9.3% | +11.0% |
| 3Y | +33.1% | +101.6% | -68.5% | -11.7% |
| 5Y | +35.0% | +119.8% | -84.8% | -17.8% |
| All | +35.0% | +117.6% | -82.5% | -17.8% |
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 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