-22.6%
XYL vs HIG
+110.6%
-133.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | -0.1% |
| 7D | -3.7% | +2.6% | -6.3% | -5.0% |
| 30D | -8.3% | +4.2% | -12.5% | -10.0% |
| 3M | -21.4% | +0.2% | -21.6% | -21.5% |
| 6M | -12.9% | +4.6% | -17.5% | -15.2% |
| YTD | -30.1% | +1.1% | -31.2% | -31.0% |
| 1Y | -35.2% | +4.7% | -39.8% | -37.3% |
| 3Y | -0.8% | +95.5% | -96.2% | -35.7% |
| All | -22.6% | +110.6% | -133.2% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling