+12.3%
XLI vs HDB
-29.0%
+41.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +3.8% | +2.7% | +1.0% | +3.2% |
| 30D | +1.0% | +14.1% | -13.1% | -1.5% |
| 3M | -8.9% | +11.8% | -20.7% | -10.9% |
| 6M | -2.3% | +8.2% | -10.5% | -4.5% |
| YTD | +9.7% | -29.3% | +39.0% | +12.6% |
| 1Y | +12.3% | -28.8% | +41.1% | +14.9% |
| All | +12.3% | -29.0% | +41.3% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling