+141.3%
XLC vs HIG
+211.6%
-70.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.7% | -2.3% | +0.6% | -1.0% |
| 30D | +0.2% | -1.2% | +1.4% | +0.5% |
| 3M | +0.7% | +6.3% | -5.6% | -1.3% |
| 6M | -4.5% | +0.6% | -5.0% | -4.9% |
| YTD | -4.7% | +0.6% | -5.3% | -5.3% |
| 1Y | -1.5% | +6.1% | -7.6% | -3.8% |
| 3Y | +72.2% | +102.0% | -29.7% | +37.5% |
| 5Y | +39.3% | +119.2% | -79.9% | +7.8% |
| All | +141.3% | +211.6% | -70.3% | +66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling