+843.3%
XLI vs HDB
+3,812.1%
-2,968.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | -5.9% | -2.8% | -3.1% | -5.2% |
| 3M | -0.3% | -3.5% | +3.3% | +0.4% |
| 6M | +0.1% | -24.7% | +24.8% | +7.7% |
| YTD | +13.6% | -36.6% | +50.1% | +28.0% |
| 1Y | +17.2% | -34.4% | +51.6% | +30.6% |
| 3Y | +68.2% | -24.4% | +92.6% | +77.0% |
| 5Y | +80.7% | -35.4% | +116.1% | +95.7% |
| 10Y | +253.3% | +39.5% | +213.7% | +194.6% |
| All | +843.3% | +3,812.1% | -2,968.8% | +254.3% |
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