+42.0%
XLP vs HIG
+104.7%
-62.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.6% |
| 7D | +0.7% | +1.1% | -0.3% | +0.4% |
| 30D | +10.3% | +5.6% | +4.7% | +8.5% |
| 3M | +6.5% | -6.9% | +13.4% | +8.8% |
| 6M | +8.4% | +1.3% | +7.1% | +7.8% |
| YTD | +18.2% | -1.5% | +19.7% | +18.3% |
| 1Y | +22.4% | +6.6% | +15.8% | +19.6% |
| 3Y | +41.9% | +91.2% | -49.3% | +15.1% |
| All | +42.0% | +104.7% | -62.7% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling