-2.8%
XLC vs HDB
-37.2%
+34.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | -1.4% | -4.9% | +3.5% | -0.7% |
| 30D | -0.9% | -5.8% | +4.9% | 0.0% |
| 3M | -0.3% | -5.2% | +4.9% | 0.0% |
| 6M | -5.2% | -25.7% | +20.5% | -2.5% |
| YTD | -5.3% | -39.6% | +34.3% | -1.5% |
| 1Y | -2.8% | -36.9% | +34.1% | +0.2% |
| All | -2.8% | -37.2% | +34.4% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling