+169.4%
XLV vs HYG
+56.1%
+113.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | -3.6% | -0.7% | -2.8% | -2.7% |
| 30D | -1.8% | -0.7% | -1.1% | -0.9% |
| 3M | +7.8% | -0.2% | +8.0% | +8.0% |
| 6M | +9.1% | +1.4% | +7.7% | +7.2% |
| YTD | +7.7% | +1.5% | +6.3% | +5.9% |
| 1Y | +20.4% | +2.9% | +17.5% | +16.3% |
| 3Y | +30.8% | +25.6% | +5.1% | -0.8% |
| 5Y | +34.6% | +18.6% | +16.1% | +10.7% |
| All | +169.4% | +56.1% | +113.3% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling