+43.4%
XRT vs HIG
+99.1%
-55.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.5% |
| 7D | -0.3% | -1.1% | +0.8% | +0.1% |
| 30D | -5.6% | -4.9% | -0.7% | -4.2% |
| 3M | +2.5% | +6.8% | -4.2% | +0.2% |
| 6M | +3.7% | -1.7% | +5.4% | +4.0% |
| YTD | +1.0% | -0.2% | +1.2% | +0.6% |
| 1Y | -1.2% | +5.7% | -6.9% | -3.7% |
| 3Y | +43.4% | +100.3% | -56.9% | +9.2% |
| All | +43.4% | +99.1% | -55.7% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling