+457.0%
XLU vs HBM
+649.7%
-192.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +0.6% | +5.5% | -4.9% | +0.3% |
| 30D | -0.4% | +3.3% | -3.7% | -0.7% |
| 3M | -1.7% | +12.7% | -14.4% | -2.8% |
| 6M | -7.1% | +28.2% | -35.3% | -9.3% |
| YTD | +1.9% | +45.3% | -43.4% | -1.6% |
| 1Y | +6.1% | +121.7% | -115.6% | -0.6% |
| 3Y | +48.8% | +523.5% | -474.8% | +28.2% |
| 5Y | +43.8% | +393.9% | -350.1% | +23.4% |
| 10Y | +143.2% | +647.9% | -504.7% | +87.3% |
| All | +457.0% | +649.7% | -192.7% | +289.5% |
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