+717.0%
XLB vs HDB
+4,256.0%
-3,539.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.1% |
| 7D | -1.4% | +13.7% | -15.1% | -5.3% |
| 30D | +7.1% | +15.8% | -8.7% | +2.2% |
| 3M | +0.6% | +9.2% | -8.6% | -2.5% |
| 6M | +3.5% | +3.2% | +0.3% | +1.6% |
| YTD | +18.2% | -29.4% | +47.6% | +30.1% |
| 1Y | +25.6% | -27.9% | +53.5% | +37.3% |
| 3Y | +46.7% | -5.9% | +52.5% | +44.4% |
| 5Y | +30.9% | -23.5% | +54.4% | +35.5% |
| 10Y | +167.7% | +61.3% | +106.4% | +108.0% |
| All | +717.0% | +4,256.0% | -3,539.0% | +179.1% |
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