+163.9%
XLE vs HIG
+268.7%
-104.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | -0.7% |
| 7D | -6.7% | +2.1% | -8.8% | -7.8% |
| 30D | -4.4% | +6.7% | -11.1% | -7.9% |
| 3M | +4.0% | -1.9% | +5.9% | +4.6% |
| 6M | +13.2% | +5.3% | +7.8% | +9.0% |
| YTD | +41.9% | +1.3% | +40.6% | +38.8% |
| 1Y | +41.6% | +7.2% | +34.4% | +34.0% |
| 3Y | +64.0% | +96.6% | -32.6% | +8.3% |
| 5Y | +158.1% | +110.0% | +48.1% | +61.9% |
| 10Y | +163.9% | +268.4% | -104.4% | +20.6% |
| All | +163.9% | +268.7% | -104.7% | +20.6% |
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 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