+80.1%
XLF vs HDB
-7.9%
+88.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +1.2% | +4.1% | -2.9% | +0.5% |
| 30D | +6.2% | +13.0% | -6.8% | +3.7% |
| 3M | +0.9% | +11.3% | -10.4% | -1.3% |
| 6M | +13.6% | +6.9% | +6.7% | +11.7% |
| YTD | +7.6% | -29.6% | +37.2% | +13.5% |
| 1Y | +10.2% | -29.5% | +39.7% | +16.2% |
| All | +80.1% | -7.9% | +88.0% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling