+38.4%
XLC vs HDB
-35.8%
+74.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.8% | +0.4% | -1.3% | -1.0% |
| 30D | +1.0% | -2.8% | +3.9% | +1.8% |
| 3M | -0.7% | -3.5% | +2.8% | -0.2% |
| 6M | -5.1% | -24.7% | +19.6% | +1.7% |
| YTD | -4.3% | -36.6% | +32.3% | +7.4% |
| 1Y | -0.6% | -34.4% | +33.8% | +10.3% |
| 3Y | +72.7% | -24.4% | +97.1% | +80.2% |
| All | +38.4% | -35.8% | +74.2% | +49.1% |
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