+508.9%
XLP vs HIG
+339.8%
+169.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -0.9% | -3.2% | +2.3% | -0.5% |
| 3M | +3.8% | +9.1% | -5.3% | +2.8% |
| 6M | -1.7% | -1.8% | 0.0% | -1.6% |
| YTD | +10.3% | +1.8% | +8.5% | +10.0% |
| 1Y | +7.8% | +4.6% | +3.2% | +7.2% |
| 3Y | +27.2% | +101.6% | -74.4% | +17.9% |
| 5Y | +32.5% | +124.5% | -92.0% | +21.2% |
| 10Y | +101.8% | +317.8% | -216.0% | +70.4% |
| All | +508.9% | +339.8% | +169.1% | +323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling