+225.7%
XLE vs HIG
+122.5%
+103.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.0% |
| 7D | 0.0% | -1.1% | +1.1% | +0.4% |
| 30D | +12.6% | -4.9% | +17.5% | +15.0% |
| 3M | +11.8% | +6.8% | +5.1% | +8.1% |
| 6M | +16.1% | -1.7% | +17.8% | +16.1% |
| YTD | +46.9% | -0.2% | +47.1% | +45.6% |
| 1Y | +53.3% | +5.7% | +47.6% | +47.1% |
| 3Y | +54.9% | +100.3% | -45.4% | +2.3% |
| 5Y | +225.7% | +118.5% | +107.2% | +96.2% |
| All | +225.7% | +122.5% | +103.2% | +96.2% |
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