+7.6%
XLF vs HBM
+97.2%
-89.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -1.5% | -3.3% | +1.8% | -1.4% |
| 30D | -1.2% | -4.8% | +3.7% | -1.0% |
| 3M | +9.2% | -0.4% | +9.6% | +9.0% |
| 6M | +16.3% | +17.9% | -1.5% | +14.6% |
| YTD | +5.4% | +33.7% | -28.3% | +2.1% |
| 1Y | +7.6% | +95.6% | -88.0% | +2.1% |
| All | +7.6% | +97.2% | -89.6% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling