+748.3%
XLE vs HDB
+3,812.1%
-3,063.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +11.8% | -2.8% | +14.6% | +12.7% |
| 3M | +9.8% | -3.5% | +13.4% | +10.3% |
| 6M | +15.6% | -24.7% | +40.3% | +24.4% |
| YTD | +45.3% | -36.6% | +81.8% | +64.7% |
| 1Y | +48.3% | -34.4% | +82.7% | +66.0% |
| 3Y | +55.4% | -24.4% | +79.8% | +62.6% |
| 5Y | +216.1% | -35.4% | +251.5% | +240.1% |
| 10Y | +178.4% | +39.5% | +138.9% | +124.2% |
| All | +748.3% | +3,812.1% | -3,063.9% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling