+448.5%
XYL vs HIG
+912.3%
-463.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +4.9% | +3.8% |
| 7D | +1.8% | -1.1% | +2.9% | +2.2% |
| 30D | -9.2% | -4.9% | -4.3% | -7.4% |
| 3M | -0.3% | +6.8% | -7.1% | -3.3% |
| 6M | -11.0% | -1.7% | -9.3% | -10.8% |
| YTD | -19.2% | -0.2% | -19.0% | -19.7% |
| 1Y | -21.2% | +5.7% | -26.9% | -23.8% |
| 3Y | +18.6% | +100.3% | -81.7% | -13.8% |
| 5Y | -14.3% | +118.5% | -132.8% | -40.2% |
| 10Y | +141.0% | +309.7% | -168.7% | +23.8% |
| All | +448.5% | +912.3% | -463.8% | +107.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling