+325.2%
XOM vs HYG
+151.7%
+173.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +4.1% | -0.7% | +4.8% | +4.9% |
| 30D | +4.6% | -0.7% | +5.3% | +5.4% |
| 3M | +14.0% | -0.2% | +14.2% | +14.1% |
| 6M | +11.0% | +1.4% | +9.5% | +8.8% |
| YTD | +40.7% | +1.5% | +39.2% | +37.9% |
| 1Y | +52.3% | +2.9% | +49.4% | +47.0% |
| 3Y | +60.5% | +25.6% | +34.8% | +24.6% |
| 5Y | +266.4% | +18.6% | +247.9% | +201.9% |
| 10Y | +194.4% | +55.7% | +138.7% | +88.7% |
| All | +325.2% | +151.7% | +173.5% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling