+573.2%
XLP vs HDB
+4,068.7%
-3,495.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | +3.5% | +13.3% | -9.8% | +1.6% |
| 30D | +11.6% | +10.2% | +1.4% | +9.9% |
| 3M | +7.6% | +3.6% | +4.1% | +6.9% |
| 6M | +10.0% | -0.5% | +10.5% | +9.7% |
| YTD | +19.7% | -32.4% | +52.1% | +26.2% |
| 1Y | +23.5% | -31.1% | +54.5% | +29.7% |
| 3Y | +44.0% | -12.6% | +56.6% | +44.6% |
| 5Y | +42.7% | -25.7% | +68.4% | +45.4% |
| 10Y | +131.3% | +56.5% | +74.8% | +104.6% |
| All | +573.2% | +4,068.7% | -3,495.4% | +295.8% |
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 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