+42.8%
XLP vs HDB
-23.0%
+65.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.6% |
| 7D | +0.1% | +13.7% | -13.6% | -1.6% |
| 30D | +8.9% | +15.8% | -6.9% | +6.9% |
| 3M | +7.5% | +9.2% | -1.7% | +6.1% |
| 6M | +9.4% | +3.2% | +6.3% | +8.6% |
| YTD | +19.3% | -29.4% | +48.6% | +24.3% |
| 1Y | +21.7% | -27.9% | +49.7% | +26.5% |
| 3Y | +44.0% | -5.9% | +49.8% | +42.9% |
| 5Y | +42.8% | -23.5% | +66.3% | +42.7% |
| All | +42.8% | -23.0% | +65.7% | +42.7% |
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