+1,096.6%
XLI vs HBM
+654.4%
+442.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.2% | -1.4% |
| 7D | +1.0% | +7.4% | -6.4% | -0.2% |
| 30D | -5.8% | +5.1% | -10.9% | -6.8% |
| 3M | +0.7% | +11.1% | -10.4% | -1.9% |
| 6M | +3.2% | +30.2% | -27.0% | -3.0% |
| YTD | +13.0% | +46.2% | -33.2% | +3.4% |
| 1Y | +16.8% | +120.0% | -103.3% | -0.9% |
| 3Y | +72.4% | +527.4% | -455.0% | +17.8% |
| 5Y | +82.8% | +400.4% | -317.6% | +23.8% |
| 10Y | +252.4% | +621.5% | -369.1% | +91.5% |
| All | +1,096.6% | +654.4% | +442.2% | +393.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HBM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling