+149.9%
XLE vs HIG
+104.7%
+45.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.9% |
| 7D | -12.0% | +1.1% | -13.1% | -12.5% |
| 30D | -2.7% | +5.6% | -8.3% | -5.2% |
| 3M | +6.6% | -6.9% | +13.5% | +9.5% |
| 6M | +9.5% | +1.3% | +8.2% | +8.0% |
| YTD | +40.6% | -1.5% | +42.0% | +39.7% |
| 1Y | +43.6% | +6.6% | +37.0% | +37.0% |
| 3Y | +58.1% | +91.2% | -33.1% | +7.3% |
| All | +149.9% | +104.7% | +45.2% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling