+46.7%
XLU vs HDB
-31.0%
+77.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -1.2% | -6.2% | +5.0% | -0.5% |
| 30D | -2.5% | -6.2% | +3.7% | -1.9% |
| 3M | -2.7% | -5.9% | +3.1% | -2.4% |
| 6M | -7.5% | -25.9% | +18.5% | -4.5% |
| YTD | +0.9% | -40.2% | +41.2% | +7.0% |
| 1Y | +3.3% | -38.0% | +41.3% | +9.0% |
| All | +46.7% | -31.0% | +77.7% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling