-4.1%
XLC vs HDB
-27.9%
+23.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.0% |
| 7D | +7.1% | +13.7% | -6.6% | +4.8% |
| 30D | -2.7% | +15.8% | -18.6% | -5.1% |
| 3M | -3.2% | +9.2% | -12.4% | -4.7% |
| 6M | -7.7% | +3.2% | -10.8% | -8.7% |
| YTD | -8.0% | -29.4% | +21.4% | -7.4% |
| All | -4.1% | -27.9% | +23.9% | -3.6% |
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