+323.2%
XLF vs HDB
+3,812.1%
-3,488.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +0.2% | -2.8% | +3.0% | +1.3% |
| 3M | +11.7% | -3.5% | +15.3% | +12.6% |
| 6M | +13.8% | -24.7% | +38.5% | +26.3% |
| YTD | +7.0% | -36.6% | +43.6% | +27.0% |
| 1Y | +9.1% | -34.4% | +43.5% | +27.5% |
| 3Y | +75.6% | -24.4% | +100.0% | +88.4% |
| 5Y | +66.4% | -35.4% | +101.8% | +86.4% |
| 10Y | +250.3% | +39.5% | +210.7% | +164.8% |
| All | +323.2% | +3,812.1% | -3,488.9% | +20.2% |
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