-2.5%
XRT vs HIG
+7.0%
-9.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -3.6% | -2.3% | -1.3% | -3.2% |
| 30D | -6.7% | -1.2% | -5.5% | -6.5% |
| 3M | -1.4% | +6.3% | -7.7% | -2.5% |
| 6M | +1.7% | +0.6% | +1.1% | +1.6% |
| YTD | -1.5% | +0.6% | -2.1% | -1.6% |
| 1Y | -2.5% | +6.1% | -8.6% | -2.6% |
| All | -2.5% | +7.0% | -9.4% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling