+820.5%
XLB vs HIG
+339.8%
+480.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.1% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -0.4% | -3.2% | +2.8% | +0.3% |
| 3M | +2.0% | +9.1% | -7.2% | 0.0% |
| 6M | +1.8% | -1.8% | +3.6% | +2.0% |
| YTD | +16.6% | +1.8% | +14.8% | +15.8% |
| 1Y | +16.9% | +4.6% | +12.4% | +15.4% |
| 3Y | +32.6% | +101.6% | -69.1% | +13.7% |
| 5Y | +35.6% | +124.5% | -88.8% | +13.8% |
| 10Y | +160.0% | +317.8% | -157.8% | +88.8% |
| All | +820.5% | +339.8% | +480.7% | +404.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling