+821.1%
XLB vs HIG
+337.0%
+484.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +0.5% | +2.6% | -2.1% | 0.0% |
| 30D | +5.2% | +4.2% | +1.0% | +4.2% |
| 3M | +0.3% | +0.2% | +0.1% | +0.2% |
| 6M | +1.2% | +4.6% | -3.4% | 0.0% |
| YTD | +16.6% | +1.1% | +15.5% | +16.0% |
| 1Y | +21.4% | +4.7% | +16.8% | +19.8% |
| 3Y | +43.2% | +95.5% | -52.2% | +23.6% |
| 5Y | +28.0% | +111.7% | -83.6% | +8.7% |
| 10Y | +164.8% | +263.4% | -98.7% | +97.1% |
| All | +821.1% | +337.0% | +484.0% | +404.6% |
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