+176.5%
XLE vs HIG
+260.2%
-83.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | -4.3% | +4.4% | -8.6% | -6.7% |
| 3M | +6.0% | 0.0% | +6.0% | +5.5% |
| 6M | +13.2% | +3.8% | +9.4% | +9.9% |
| YTD | +46.7% | +0.7% | +46.0% | +44.0% |
| 1Y | +46.6% | +5.0% | +41.6% | +40.3% |
| 3Y | +69.6% | +95.3% | -25.8% | +12.3% |
| 5Y | +166.5% | +110.8% | +55.8% | +66.7% |
| All | +176.5% | +260.2% | -83.7% | +26.7% |
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