+108.1%
XLRE vs HBM
+471.4%
-363.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -0.7% | +5.5% | -6.2% | -1.2% |
| 30D | -2.2% | +3.3% | -5.5% | -2.6% |
| 3M | -2.6% | +12.7% | -15.3% | -4.1% |
| 6M | +2.6% | +28.2% | -25.6% | -0.9% |
| YTD | +9.3% | +45.3% | -36.1% | +3.9% |
| 1Y | +7.2% | +121.7% | -114.5% | -2.5% |
| 3Y | +31.3% | +523.5% | -492.2% | +5.8% |
| 5Y | +8.1% | +393.9% | -385.8% | -13.2% |
| 10Y | +88.9% | +647.9% | -559.0% | +32.9% |
| All | +108.1% | +471.4% | -363.3% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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