+172.7%
XLE vs HDB
+38.3%
+134.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +11.8% | -2.8% | +14.6% | +12.6% |
| 3M | +9.8% | -3.5% | +13.4% | +10.2% |
| 6M | +15.6% | -24.7% | +40.3% | +24.5% |
| YTD | +45.3% | -36.6% | +81.8% | +65.2% |
| 1Y | +48.3% | -34.4% | +82.7% | +66.4% |
| 3Y | +55.4% | -24.4% | +79.8% | +62.0% |
| 5Y | +216.1% | -35.4% | +251.5% | +242.7% |
| All | +172.7% | +38.3% | +134.4% | +125.6% |
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 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