+889.2%
XLV vs HIG
+333.5%
+555.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -1.5% | -2.1% | -3.4% |
| 30D | -1.8% | -0.4% | -1.5% | -1.8% |
| 3M | +7.8% | +6.7% | +1.1% | +6.8% |
| 6M | +9.1% | +2.0% | +7.1% | +8.7% |
| YTD | +7.7% | +0.3% | +7.4% | +7.6% |
| 1Y | +20.4% | +4.2% | +16.2% | +19.6% |
| 3Y | +30.8% | +102.2% | -71.5% | +18.2% |
| 5Y | +34.6% | +118.5% | -83.9% | +19.9% |
| 10Y | +173.4% | +311.1% | -137.8% | +118.7% |
| All | +889.2% | +333.5% | +555.8% | +547.6% |
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 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