+73.8%
XLI vs HDB
-22.2%
+95.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +0.9% | +6.9% | -6.1% | -0.7% |
| 30D | +1.1% | +15.2% | -14.2% | -2.3% |
| 3M | -7.7% | +11.7% | -19.4% | -10.2% |
| 6M | -1.8% | +7.5% | -9.3% | -4.0% |
| YTD | +11.1% | -28.8% | +39.9% | +19.3% |
| 1Y | +12.1% | -29.1% | +41.2% | +20.5% |
| 3Y | +73.8% | -7.0% | +80.9% | +71.2% |
| 5Y | +73.8% | -22.1% | +95.8% | +74.2% |
| All | +73.8% | -22.2% | +95.9% | +74.2% |
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 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