+29.1%
XLV vs HYG
+1.2%
+27.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.1% |
| 7D | +0.5% | -0.4% | +0.9% | +1.0% |
| 30D | +10.7% | 0.0% | +10.7% | +10.6% |
| 3M | +13.1% | -2.3% | +15.4% | +16.6% |
| 6M | +28.3% | -1.3% | +29.7% | +30.5% |
| YTD | +20.9% | -0.3% | +21.2% | +21.0% |
| 1Y | +29.1% | +1.2% | +27.9% | +24.7% |
| All | +29.1% | +1.2% | +27.8% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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