+49.9%
XLE vs HIG
+12.7%
+37.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.4% | -7.1% | -4.7% |
| 7D | -7.2% | +6.2% | -13.4% | -7.2% |
| 30D | +0.1% | +9.4% | -9.3% | 0.0% |
| 3M | +9.2% | -2.3% | +11.5% | +8.8% |
| 6M | +8.4% | +4.2% | +4.2% | +8.2% |
| YTD | +44.9% | +1.6% | +43.3% | +44.0% |
| 1Y | +49.9% | +9.9% | +40.0% | +50.1% |
| All | +49.9% | +12.7% | +37.1% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling