+58.0%
XLF vs HDB
-22.9%
+80.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +1.2% | +4.1% | -2.9% | +0.1% |
| 30D | +6.2% | +13.0% | -6.8% | +2.6% |
| 3M | +0.9% | +11.3% | -10.4% | -2.3% |
| 6M | +13.6% | +6.9% | +6.7% | +10.8% |
| YTD | +7.6% | -29.6% | +37.2% | +17.7% |
| 1Y | +10.2% | -29.5% | +39.7% | +20.4% |
| 3Y | +79.8% | -8.1% | +88.0% | +77.2% |
| 5Y | +58.0% | -23.4% | +81.4% | +59.9% |
| All | +58.0% | -22.9% | +80.9% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling