+519.9%
XLP vs HDB
+3,812.1%
-3,292.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.0% | +0.4% | -1.5% | -1.1% |
| 30D | -0.9% | -2.8% | +1.9% | -0.5% |
| 3M | +3.8% | -3.5% | +7.3% | +4.1% |
| 6M | -1.7% | -24.7% | +23.0% | +2.1% |
| YTD | +10.3% | -36.6% | +46.8% | +17.5% |
| 1Y | +7.8% | -34.4% | +42.2% | +14.2% |
| 3Y | +27.2% | -24.4% | +51.6% | +30.7% |
| 5Y | +32.5% | -35.4% | +67.9% | +38.0% |
| 10Y | +101.8% | +39.5% | +62.3% | +81.7% |
| All | +519.9% | +3,812.1% | -3,292.2% | +268.4% |
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 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