+29.5%
XLB vs HBM
+47.3%
-17.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +1.9% |
| 7D | +3.9% | -5.8% | +9.8% | +4.8% |
| 30D | +8.9% | -18.5% | +27.4% | +12.2% |
| 3M | +4.1% | -10.3% | +14.4% | +5.3% |
| 6M | +7.3% | +2.1% | +5.2% | +4.7% |
| YTD | +20.4% | +12.0% | +8.3% | +14.1% |
| 1Y | +29.5% | +49.8% | -20.2% | +15.9% |
| All | +29.5% | +47.3% | -17.7% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling