+35.8%
XLC vs HDB
-24.7%
+60.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | 0.0% |
| 7D | +4.9% | +13.3% | -8.5% | +1.5% |
| 30D | -5.8% | +13.6% | -19.4% | -8.9% |
| 3M | -5.4% | +5.8% | -11.2% | -7.0% |
| 6M | -10.2% | -1.9% | -8.3% | -10.3% |
| YTD | -10.2% | -31.2% | +21.0% | -1.6% |
| 1Y | -5.6% | -29.6% | +23.9% | +2.7% |
| 3Y | +61.0% | -10.1% | +71.1% | +58.5% |
| All | +35.8% | -24.7% | +60.6% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling