+226.0%
XLE vs HYG
+18.3%
+207.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | +0.5% | -0.7% | +1.2% | +1.2% |
| 30D | +6.6% | -0.6% | +7.1% | +7.2% |
| 3M | +12.3% | +0.4% | +11.9% | +11.7% |
| 6M | +18.4% | +1.2% | +17.2% | +16.5% |
| YTD | +47.2% | +1.5% | +45.7% | +44.5% |
| 1Y | +50.3% | +3.2% | +47.1% | +44.7% |
| 3Y | +55.3% | +25.9% | +29.4% | +23.6% |
| 5Y | +226.0% | +18.6% | +207.4% | +184.9% |
| All | +226.0% | +18.3% | +207.7% | +184.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling