+37.6%
XLC vs HBM
+392.2%
-354.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.4% | +5.5% | -6.9% | -2.1% |
| 30D | -0.9% | +3.3% | -4.2% | -1.5% |
| 3M | -0.3% | +12.7% | -13.0% | -2.5% |
| 6M | -5.2% | +28.2% | -33.4% | -9.7% |
| YTD | -5.3% | +45.3% | -50.6% | -12.1% |
| 1Y | -2.8% | +121.7% | -124.5% | -15.9% |
| 3Y | +71.2% | +523.5% | -452.3% | +21.6% |
| 5Y | +37.6% | +393.9% | -356.3% | -0.4% |
| All | +37.6% | +392.2% | -354.7% | -0.4% |
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