+166.5%
XLE vs HDB
-22.9%
+189.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +4.4% | +4.1% | +0.3% | +4.0% |
| 30D | -4.3% | +13.0% | -17.2% | -5.3% |
| 3M | +6.0% | +11.3% | -5.2% | +4.9% |
| 6M | +13.2% | +6.9% | +6.3% | +12.1% |
| YTD | +46.7% | -29.6% | +76.4% | +54.2% |
| 1Y | +46.6% | -29.5% | +76.1% | +54.0% |
| 3Y | +69.6% | -8.1% | +77.7% | +67.8% |
| 5Y | +166.5% | -23.4% | +189.9% | +175.5% |
| All | +166.5% | -22.9% | +189.4% | +175.5% |
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