+64.4%
XLF vs HDB
-38.7%
+103.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -1.0% | -4.9% | +3.8% | +0.3% |
| 30D | -1.3% | -5.8% | +4.5% | +0.3% |
| 3M | +9.1% | -5.2% | +14.3% | +10.2% |
| 6M | +14.4% | -25.7% | +40.1% | +23.5% |
| YTD | +5.1% | -39.6% | +44.7% | +20.3% |
| 1Y | +8.6% | -36.9% | +45.5% | +22.6% |
| 3Y | +74.4% | -29.7% | +104.2% | +87.5% |
| 5Y | +64.4% | -37.8% | +102.1% | +79.4% |
| All | +64.4% | -38.7% | +103.1% | +79.4% |
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 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