+42.7%
XLP vs HIG
+107.2%
-64.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +8.2% | +4.4% | +3.8% | +6.8% |
| 3M | +7.7% | 0.0% | +7.7% | +7.7% |
| 6M | +9.3% | +3.8% | +5.5% | +7.9% |
| YTD | +19.5% | +0.7% | +18.8% | +18.8% |
| 1Y | +21.0% | +5.0% | +16.0% | +18.8% |
| 3Y | +43.2% | +95.3% | -52.1% | +15.4% |
| 5Y | +42.7% | +110.8% | -68.1% | +11.6% |
| All | +42.7% | +107.2% | -64.5% | +11.6% |
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