+49.9%
XLE vs HYG
+1.8%
+48.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -3.7% |
| 7D | -7.2% | -0.1% | -7.1% | -7.2% |
| 30D | +0.1% | +0.7% | -0.6% | +1.4% |
| 3M | +9.2% | -2.0% | +11.2% | +6.2% |
| 6M | +8.4% | -0.9% | +9.3% | +7.2% |
| YTD | +44.9% | +0.1% | +44.8% | +43.9% |
| 1Y | +49.9% | +1.6% | +48.3% | +47.0% |
| All | +49.9% | +1.8% | +48.0% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 1y: compounded portfolio wealth divided by compounded HYG 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…
1y analysis · Full analysis span regression · 6 months rolling