+994.0%
XLE vs HIG
+328.7%
+665.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -7.9% | -0.5% | -7.4% | -7.8% |
| 30D | -4.8% | +4.5% | -9.3% | -5.8% |
| 3M | +8.4% | -5.5% | +13.8% | +9.4% |
| 6M | +12.7% | +3.1% | +9.6% | +11.6% |
| YTD | +41.3% | -0.8% | +42.1% | +40.9% |
| 1Y | +42.3% | +6.1% | +36.2% | +39.8% |
| 3Y | +65.1% | +94.1% | -29.0% | +42.8% |
| 5Y | +150.2% | +106.4% | +43.8% | +113.6% |
| 10Y | +163.9% | +265.1% | -101.2% | +100.5% |
| All | +994.0% | +328.7% | +665.3% | +574.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling