+701.8%
XLB vs HDB
+4,142.9%
-3,441.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.3% |
| 7D | -1.5% | +13.3% | -14.8% | -5.3% |
| 30D | +6.1% | +13.6% | -7.5% | +1.8% |
| 3M | 0.0% | +5.8% | -5.7% | -2.1% |
| 6M | 0.0% | -1.9% | +1.9% | -0.3% |
| YTD | +16.0% | -31.2% | +47.2% | +28.8% |
| 1Y | +24.7% | -29.6% | +54.3% | +37.3% |
| 3Y | +40.4% | -10.1% | +50.5% | +40.2% |
| 5Y | +30.7% | -24.3% | +55.0% | +35.7% |
| 10Y | +173.3% | +59.3% | +114.0% | +113.2% |
| All | +701.8% | +4,142.9% | -3,441.2% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling