+73.6%
XLF vs HDB
-30.2%
+103.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -1.0% | -4.9% | +3.8% | -0.1% |
| 30D | -1.3% | -5.8% | +4.5% | -0.2% |
| 3M | +9.1% | -5.2% | +14.3% | +9.9% |
| 6M | +14.4% | -25.7% | +40.1% | +20.4% |
| YTD | +5.1% | -39.6% | +44.7% | +14.7% |
| 1Y | +8.6% | -36.9% | +45.5% | +17.5% |
| All | +73.6% | -30.2% | +103.9% | +81.4% |
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