+328.9%
XLF vs HDB
+4,259.4%
-3,930.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +2.7% | +2.7% | -0.1% | +1.5% |
| 30D | +7.6% | +14.1% | -6.5% | +1.9% |
| 3M | +1.1% | +11.8% | -10.7% | -3.8% |
| 6M | +15.9% | +8.2% | +7.7% | +11.0% |
| YTD | +8.4% | -29.3% | +37.8% | +22.8% |
| 1Y | +12.5% | -28.8% | +41.3% | +26.8% |
| 3Y | +81.6% | -7.5% | +89.0% | +78.8% |
| 5Y | +59.3% | -23.1% | +82.3% | +65.5% |
| 10Y | +225.4% | +63.7% | +161.8% | +129.6% |
| All | +328.9% | +4,259.4% | -3,930.4% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling