+163.9%
XLE vs HDB
+61.5%
+102.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | -0.2% |
| 7D | -7.9% | +13.7% | -21.6% | -11.4% |
| 30D | -4.8% | +15.8% | -20.7% | -9.0% |
| 3M | +8.4% | +9.2% | -0.9% | +5.1% |
| 6M | +12.7% | +3.2% | +9.5% | +10.3% |
| YTD | +41.3% | -29.4% | +70.6% | +55.1% |
| 1Y | +42.3% | -27.9% | +70.2% | +55.0% |
| 3Y | +65.1% | -5.9% | +70.9% | +59.4% |
| 5Y | +150.2% | -23.5% | +173.7% | +155.2% |
| 10Y | +163.9% | +61.3% | +102.6% | +103.8% |
| All | +163.9% | +61.5% | +102.4% | +103.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling