+248.8%
XLF vs HIG
+313.7%
-64.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.5% | -1.5% | 0.0% | -0.7% |
| 30D | -1.2% | -0.4% | -0.8% | -1.0% |
| 3M | +9.2% | +6.7% | +2.5% | +5.1% |
| 6M | +16.3% | +2.0% | +14.4% | +14.5% |
| YTD | +5.4% | +0.3% | +5.1% | +4.6% |
| 1Y | +7.6% | +4.2% | +3.4% | +4.3% |
| 3Y | +74.2% | +102.2% | -28.0% | +16.3% |
| 5Y | +66.1% | +118.5% | -52.4% | +5.7% |
| All | +248.8% | +313.7% | -64.8% | +57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling