+863.8%
HDB vs XHB
+173.9%
+689.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.0% |
| 7D | +0.4% | -1.3% | +1.7% | +1.2% |
| 30D | -2.8% | -6.9% | +4.1% | +1.1% |
| 3M | -3.5% | -1.3% | -2.3% | -3.4% |
| 6M | -24.7% | -6.8% | -17.9% | -22.2% |
| YTD | -36.6% | +0.7% | -37.3% | -37.7% |
| 1Y | -34.4% | -11.2% | -23.1% | -31.1% |
| 3Y | -24.4% | +25.3% | -49.7% | -38.9% |
| 5Y | -35.4% | +37.3% | -72.7% | -52.5% |
| 10Y | +39.5% | +211.5% | -172.0% | -45.0% |
| All | +863.8% | +173.9% | +689.9% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling