+1,822.2%
XLK vs HDB
+3,694.0%
-1,871.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.2% |
| 7D | +2.3% | -2.0% | +4.4% | +2.9% |
| 30D | -0.1% | -4.9% | +4.8% | +1.2% |
| 3M | +2.1% | -2.3% | +4.4% | +2.3% |
| 6M | +37.2% | -23.7% | +60.9% | +47.0% |
| YTD | +30.8% | -38.5% | +69.3% | +48.8% |
| 1Y | +42.6% | -36.5% | +79.1% | +60.5% |
| 3Y | +121.8% | -28.5% | +150.3% | +137.2% |
| 5Y | +145.7% | -37.4% | +183.0% | +170.1% |
| 10Y | +782.1% | +34.0% | +748.0% | +652.3% |
| All | +1,822.2% | +3,694.0% | -1,871.8% | +613.3% |
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