+19.8%
XBI vs HDB
-38.6%
+58.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | -4.6% | -6.2% | +1.6% | -2.0% |
| 30D | -0.8% | -6.2% | +5.4% | +1.8% |
| 3M | +21.8% | -5.9% | +27.7% | +23.9% |
| 6M | +23.2% | -25.9% | +49.1% | +38.4% |
| YTD | +28.7% | -40.2% | +69.0% | +58.4% |
| 1Y | +67.8% | -38.0% | +105.8% | +102.6% |
| 3Y | +100.6% | -30.5% | +131.1% | +124.8% |
| 5Y | +19.8% | -38.1% | +57.9% | +34.2% |
| All | +19.8% | -38.6% | +58.4% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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