+135.4%
XLP vs HIG
+268.7%
-133.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | +2.3% | +2.1% | +0.2% | +1.9% |
| 30D | +9.1% | +6.7% | +2.4% | +7.5% |
| 3M | +7.9% | -1.9% | +9.8% | +8.3% |
| 6M | +9.6% | +5.3% | +4.3% | +8.2% |
| YTD | +19.4% | +1.3% | +18.1% | +18.8% |
| 1Y | +22.4% | +7.2% | +15.2% | +20.2% |
| 3Y | +43.2% | +96.6% | -53.4% | +22.6% |
| 5Y | +42.6% | +110.0% | -67.4% | +19.5% |
| 10Y | +135.4% | +268.4% | -132.9% | +90.7% |
| All | +135.4% | +268.7% | -133.3% | +90.7% |
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