+257.2%
XOM vs HYG
+18.4%
+238.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +4.1% | -0.7% | +4.8% | +4.6% |
| 30D | +4.6% | -0.7% | +5.3% | +5.1% |
| 3M | +14.0% | -0.2% | +14.2% | +14.0% |
| 6M | +11.0% | +1.4% | +9.5% | +9.4% |
| YTD | +40.7% | +1.5% | +39.2% | +38.7% |
| 1Y | +52.3% | +2.9% | +49.4% | +48.4% |
| 3Y | +60.5% | +25.6% | +34.8% | +34.8% |
| All | +257.2% | +18.4% | +238.8% | +218.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling