+21.3%
XLP vs HDB
-28.3%
+49.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.5% | +6.9% | -7.5% | -1.3% |
| 30D | +8.3% | +15.2% | -6.9% | +6.6% |
| 3M | +8.7% | +11.7% | -3.0% | +7.2% |
| 6M | +11.2% | +7.5% | +3.7% | +9.7% |
| YTD | +20.0% | -28.8% | +48.8% | +24.1% |
| 1Y | +21.3% | -29.1% | +50.4% | +25.8% |
| All | +21.3% | -28.3% | +49.6% | +25.8% |
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