+2,983.9%
XLK vs HBM
+649.7%
+2,334.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +2.3% | +5.5% | -3.2% | +1.4% |
| 30D | +0.8% | +3.3% | -2.5% | +0.1% |
| 3M | +4.1% | +12.7% | -8.6% | +1.5% |
| 6M | +34.8% | +28.2% | +6.6% | +28.1% |
| YTD | +30.8% | +45.3% | -14.5% | +21.1% |
| 1Y | +42.4% | +121.7% | -79.4% | +22.7% |
| 3Y | +121.8% | +523.5% | -401.7% | +58.5% |
| 5Y | +146.6% | +393.9% | -247.3% | +75.8% |
| 10Y | +804.3% | +647.9% | +156.4% | +435.3% |
| All | +2,983.9% | +649.7% | +2,334.2% | +1,480.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling