+179.2%
XLE vs HIG
+261.7%
-82.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +5.4% | +2.6% | +2.8% | +4.0% |
| 30D | -3.9% | +4.2% | -8.1% | -6.3% |
| 3M | +7.0% | +0.2% | +6.8% | +6.4% |
| 6M | +14.2% | +4.6% | +9.6% | +10.4% |
| YTD | +48.2% | +1.1% | +47.1% | +45.1% |
| 1Y | +47.7% | +4.7% | +43.0% | +41.6% |
| 3Y | +70.0% | +95.5% | -25.5% | +12.6% |
| 5Y | +169.1% | +111.7% | +57.5% | +68.0% |
| All | +179.2% | +261.7% | -82.6% | +27.7% |
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