+432.8%
XYL vs HIG
+932.5%
-499.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.5% |
| 7D | -5.0% | +0.3% | -5.4% | -5.2% |
| 30D | -13.2% | -3.2% | -10.0% | -12.1% |
| 3M | -3.7% | +9.1% | -12.9% | -7.5% |
| 6M | -17.7% | -1.8% | -15.9% | -17.5% |
| YTD | -21.5% | +1.8% | -23.3% | -22.6% |
| 1Y | -24.5% | +4.6% | -29.1% | -26.6% |
| 3Y | +6.9% | +101.6% | -94.7% | -22.5% |
| 5Y | -18.1% | +124.5% | -142.6% | -43.5% |
| 10Y | +134.7% | +317.8% | -183.1% | +19.6% |
| All | +432.8% | +932.5% | -499.8% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling