+991.0%
XLF vs HBM
+654.4%
+336.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.1% | -2.4% |
| 7D | +0.2% | +7.4% | -7.2% | -1.1% |
| 30D | -0.5% | +5.1% | -5.6% | -1.6% |
| 3M | +10.6% | +11.1% | -0.5% | +7.5% |
| 6M | +14.3% | +30.2% | -15.9% | +6.6% |
| YTD | +5.5% | +46.2% | -40.7% | -4.6% |
| 1Y | +9.6% | +120.0% | -110.5% | -8.9% |
| 3Y | +75.2% | +527.4% | -452.2% | +14.4% |
| 5Y | +65.5% | +400.4% | -334.9% | +7.1% |
| 10Y | +246.4% | +621.5% | -375.1% | +74.0% |
| All | +991.0% | +654.4% | +336.6% | +203.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling