+167.2%
XLE vs HDB
+57.5%
+109.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.5% |
| 7D | -12.0% | +13.3% | -25.3% | -15.3% |
| 30D | -2.7% | +13.6% | -16.3% | -6.5% |
| 3M | +6.6% | +5.8% | +0.8% | +4.3% |
| 6M | +9.5% | -1.9% | +11.4% | +8.9% |
| YTD | +40.6% | -31.2% | +71.8% | +55.5% |
| 1Y | +43.6% | -29.6% | +73.2% | +57.4% |
| 3Y | +58.1% | -10.1% | +68.2% | +55.0% |
| 5Y | +152.2% | -24.3% | +176.5% | +157.5% |
| All | +167.2% | +57.5% | +109.7% | +108.3% |
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 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