+50.6%
HDB vs XLRE
+109.5%
-58.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.1% |
| 7D | -4.9% | -0.7% | -4.1% | -4.5% |
| 30D | -5.8% | -2.2% | -3.6% | -4.6% |
| 3M | -5.2% | -2.6% | -2.6% | -3.8% |
| 6M | -25.7% | +2.6% | -28.3% | -26.8% |
| YTD | -39.6% | +9.3% | -48.8% | -42.7% |
| 1Y | -36.9% | +7.2% | -44.1% | -39.6% |
| 3Y | -29.7% | +31.3% | -61.0% | -41.4% |
| 5Y | -37.8% | +8.1% | -45.9% | -42.2% |
| 10Y | +33.7% | +88.9% | -55.2% | -14.4% |
| All | +50.6% | +109.5% | -58.9% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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