+68.7%
XLC vs HIG
+101.4%
-32.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -0.9% | -2.8% | +1.9% | -0.2% |
| 3M | -0.3% | +6.3% | -6.7% | -2.0% |
| 6M | -5.2% | -0.1% | -5.1% | -5.3% |
| YTD | -5.3% | +0.4% | -5.7% | -5.7% |
| 1Y | -2.8% | +6.2% | -9.1% | -4.8% |
| All | +68.7% | +101.4% | -32.8% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling