+133.6%
XLC vs HBM
+248.0%
-114.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | +3.1% | +5.1% | -2.0% | +2.3% |
| 30D | -4.2% | -15.8% | +11.6% | -2.0% |
| 3M | -2.1% | -22.4% | +20.3% | +0.9% |
| 6M | -6.6% | -20.2% | +13.6% | -5.1% |
| YTD | -7.8% | +9.0% | -16.8% | -11.9% |
| 1Y | -4.1% | +27.4% | -31.5% | -10.7% |
| 3Y | +62.6% | +424.2% | -361.6% | +16.1% |
| 5Y | +39.6% | +196.1% | -156.5% | +4.8% |
| All | +133.6% | +248.0% | -114.4% | +40.4% |
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 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