+36.5%
XLB vs HDB
-35.4%
+72.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -0.4% | -2.8% | +2.4% | +0.3% |
| 3M | +2.0% | -3.5% | +5.5% | +2.6% |
| 6M | +1.8% | -24.7% | +26.5% | +9.2% |
| YTD | +16.6% | -36.6% | +53.1% | +30.8% |
| 1Y | +16.9% | -34.4% | +51.3% | +29.7% |
| 3Y | +32.6% | -24.4% | +56.9% | +38.8% |
| All | +36.5% | -35.4% | +72.0% | +45.9% |
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