+192.9%
XOM vs HIG
+313.7%
-120.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +4.1% | -1.5% | +5.5% | +4.7% |
| 30D | +4.6% | -0.4% | +4.9% | +4.7% |
| 3M | +14.0% | +6.7% | +7.3% | +10.5% |
| 6M | +11.0% | +2.0% | +9.0% | +9.3% |
| YTD | +40.7% | +0.3% | +40.4% | +39.3% |
| 1Y | +52.3% | +4.2% | +48.1% | +47.8% |
| 3Y | +60.5% | +102.2% | -41.8% | +12.3% |
| 5Y | +266.4% | +118.5% | +147.9% | +144.4% |
| All | +192.9% | +313.7% | -120.7% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling