-14.2%
XYL vs HIG
+116.1%
-130.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.2% | -1.5% | +2.7% | +1.9% |
| 30D | -11.9% | -0.4% | -11.6% | -11.9% |
| 3M | -1.5% | +6.7% | -8.2% | -5.0% |
| 6M | -11.9% | +2.0% | -13.9% | -13.4% |
| YTD | -20.6% | +0.3% | -20.9% | -21.4% |
| 1Y | -23.5% | +4.2% | -27.7% | -26.0% |
| 3Y | +14.9% | +102.2% | -87.4% | -26.4% |
| All | -14.2% | +116.1% | -130.3% | -49.2% |
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 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