+36.5%
XLB vs HBM
+369.9%
-333.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.7% | -2.1% |
| 7D | -0.2% | +7.4% | -7.6% | -1.7% |
| 30D | -1.7% | +5.1% | -6.8% | -3.0% |
| 3M | +4.4% | +11.1% | -6.8% | +1.1% |
| 6M | +5.0% | +30.2% | -25.2% | -2.8% |
| YTD | +15.5% | +46.2% | -30.7% | +3.3% |
| 1Y | +14.9% | +120.0% | -105.1% | -6.8% |
| 3Y | +34.5% | +527.4% | -492.9% | -18.8% |
| 5Y | +36.5% | +400.4% | -363.8% | -16.7% |
| All | +36.5% | +369.9% | -333.3% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling