+177.8%
XLE vs HYG
+56.1%
+121.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +1.7% | -0.7% | +2.4% | +3.0% |
| 30D | +6.7% | -0.7% | +7.5% | +8.1% |
| 3M | +14.9% | -0.2% | +15.1% | +15.1% |
| 6M | +15.9% | +1.4% | +14.5% | +12.3% |
| YTD | +47.7% | +1.5% | +46.3% | +43.0% |
| 1Y | +50.7% | +2.9% | +47.8% | +42.1% |
| 3Y | +57.9% | +25.6% | +32.2% | +3.8% |
| 5Y | +227.0% | +18.6% | +208.5% | +143.5% |
| All | +177.8% | +56.1% | +121.8% | +34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling