+604.9%
XLB vs HBM
+613.3%
-8.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.4% | -6.4% | +5.0% | -0.1% |
| 30D | -0.4% | +5.9% | -6.3% | -1.8% |
| 3M | +2.0% | -8.9% | +10.9% | +2.7% |
| 6M | +1.8% | +10.7% | -8.8% | -2.4% |
| YTD | +16.6% | +38.3% | -21.7% | +5.8% |
| 1Y | +16.9% | +121.3% | -104.4% | -4.6% |
| 3Y | +32.6% | +450.6% | -418.0% | -14.6% |
| 5Y | +35.6% | +338.0% | -302.3% | -12.8% |
| 10Y | +160.0% | +578.6% | -418.6% | +26.9% |
| All | +604.9% | +613.3% | -8.5% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling