+218.0%
XLE vs HDB
-35.4%
+253.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | +2.2% | +0.4% | +1.8% | +2.2% |
| 30D | +11.8% | -2.8% | +14.6% | +12.1% |
| 3M | +9.8% | -3.5% | +13.4% | +9.9% |
| 6M | +15.6% | -24.7% | +40.3% | +19.6% |
| YTD | +45.3% | -36.6% | +81.8% | +54.4% |
| 1Y | +48.3% | -34.4% | +82.7% | +56.6% |
| 3Y | +55.4% | -24.4% | +79.8% | +58.3% |
| All | +218.0% | -35.4% | +253.4% | +241.4% |
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