+145.6%
XLK vs HDB
-38.6%
+184.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -0.4% | -6.2% | +5.8% | +1.5% |
| 30D | -0.5% | -6.2% | +5.8% | +1.4% |
| 3M | +5.0% | -5.9% | +10.9% | +6.1% |
| 6M | +32.9% | -25.9% | +58.8% | +44.6% |
| YTD | +29.0% | -40.2% | +69.2% | +50.3% |
| 1Y | +37.8% | -38.0% | +75.8% | +58.3% |
| 3Y | +118.7% | -30.5% | +149.2% | +136.3% |
| 5Y | +145.6% | -38.1% | +183.7% | +166.7% |
| All | +145.6% | -38.6% | +184.2% | +166.7% |
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