+20.7%
XLK vs HDB
-32.8%
+53.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | -0.7% |
| 7D | -7.6% | +12.9% | -20.5% | -9.0% |
| 30D | -12.2% | +10.0% | -22.2% | -13.3% |
| 3M | -5.5% | +1.8% | -7.3% | -5.5% |
| 6M | +9.2% | -2.1% | +11.3% | +9.0% |
| YTD | +23.0% | -33.4% | +56.5% | +25.0% |
| 1Y | +20.7% | -32.9% | +53.6% | +22.2% |
| All | +20.7% | -32.8% | +53.6% | +22.2% |
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 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