+133.1%
XLC vs HDB
+8.6%
+124.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.7% |
| 7D | +7.1% | +13.7% | -6.6% | +3.4% |
| 30D | -2.7% | +15.8% | -18.6% | -6.6% |
| 3M | -3.2% | +9.2% | -12.4% | -5.7% |
| 6M | -7.7% | +3.2% | -10.8% | -9.0% |
| YTD | -8.0% | -29.4% | +21.4% | +0.3% |
| 1Y | -3.1% | -27.9% | +24.9% | +4.9% |
| 3Y | +64.9% | -5.9% | +70.8% | +61.9% |
| 5Y | +39.5% | -23.5% | +63.0% | +43.3% |
| All | +133.1% | +8.6% | +124.5% | +98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling