+39.2%
XLK vs HBM
+97.2%
-58.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.2% | -3.3% | +3.5% | +0.9% |
| 30D | -0.6% | -4.8% | +4.2% | +0.2% |
| 3M | +2.6% | -0.4% | +3.0% | +1.5% |
| 6M | +34.0% | +17.9% | +16.1% | +27.6% |
| YTD | +30.7% | +33.7% | -3.0% | +20.3% |
| 1Y | +39.2% | +95.6% | -56.4% | +19.6% |
| All | +39.2% | +97.2% | -58.0% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling