+49.9%
XLE vs HDB
-32.8%
+82.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.6% | -10.3% | -3.7% |
| 7D | -7.2% | +12.9% | -20.1% | -5.1% |
| 30D | +0.1% | +10.0% | -9.9% | +2.0% |
| 3M | +9.2% | +1.8% | +7.3% | +9.7% |
| 6M | +8.4% | -2.1% | +10.5% | +8.7% |
| YTD | +44.9% | -33.4% | +78.3% | +41.1% |
| 1Y | +49.9% | -32.9% | +82.7% | +45.7% |
| All | +49.9% | -32.8% | +82.7% | +45.7% |
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