-37.8%
HDB vs XHB
+34.8%
-72.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | -4.9% | -1.9% | -3.0% | -4.2% |
| 30D | -5.8% | -8.3% | +2.5% | -3.1% |
| 3M | -5.2% | -7.1% | +1.9% | -3.1% |
| 6M | -25.7% | -5.3% | -20.5% | -24.7% |
| YTD | -39.6% | -3.2% | -36.4% | -39.3% |
| 1Y | -36.9% | -13.9% | -23.1% | -34.4% |
| 3Y | -29.7% | +24.9% | -54.6% | -38.8% |
| 5Y | -37.8% | +34.5% | -72.3% | -50.1% |
| All | -37.8% | +34.8% | -72.6% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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