+22.4%
XLP vs HDB
-30.1%
+52.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.5% |
| 7D | +0.7% | +13.3% | -12.6% | -0.7% |
| 30D | +10.3% | +13.6% | -3.3% | +8.7% |
| 3M | +6.5% | +5.8% | +0.8% | +5.7% |
| 6M | +8.4% | -1.9% | +10.3% | +8.3% |
| YTD | +18.2% | -31.2% | +49.4% | +23.4% |
| 1Y | +22.4% | -29.6% | +52.0% | +27.4% |
| All | +22.4% | -30.1% | +52.5% | +27.4% |
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