+1.0%
XLU vs HIG
+12.7%
-11.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -1.9% | -0.1% |
| 7D | +2.6% | +6.2% | -3.6% | +1.4% |
| 30D | +9.1% | +9.4% | -0.3% | +7.2% |
| 3M | -0.4% | -2.3% | +1.9% | -0.2% |
| 6M | -4.7% | +4.2% | -8.8% | -5.9% |
| YTD | +4.3% | +1.6% | +2.7% | +3.4% |
| 1Y | +1.0% | +9.9% | -8.9% | -1.1% |
| All | +1.0% | +12.7% | -11.8% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling