+276.4%
XLE vs HYG
+153.0%
+123.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.1% |
| 7D | +0.3% | -0.2% | +0.5% | +0.6% |
| 30D | +8.5% | -0.1% | +8.6% | +8.6% |
| 3M | +14.6% | +0.7% | +13.9% | +13.3% |
| 6M | +17.6% | +1.5% | +16.0% | +14.4% |
| YTD | +48.1% | +1.9% | +46.1% | +43.3% |
| 1Y | +53.8% | +3.7% | +50.1% | +45.1% |
| 3Y | +56.2% | +26.5% | +29.7% | +10.8% |
| 5Y | +227.7% | +19.0% | +208.8% | +153.1% |
| 10Y | +181.3% | +56.5% | +124.8% | +57.0% |
| All | +276.4% | +153.0% | +123.5% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling