+738.9%
XLV vs HBM
+589.9%
+149.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -3.6% | -3.3% | -0.3% | -3.3% |
| 30D | -1.8% | -4.8% | +3.0% | -1.5% |
| 3M | +7.8% | -0.4% | +8.2% | +7.3% |
| 6M | +9.1% | +17.9% | -8.8% | +6.3% |
| YTD | +7.7% | +33.7% | -26.0% | +3.4% |
| 1Y | +20.4% | +95.6% | -75.2% | +11.3% |
| 3Y | +30.8% | +458.1% | -427.4% | +7.3% |
| 5Y | +34.6% | +329.0% | -294.4% | +10.1% |
| 10Y | +173.4% | +588.2% | -414.8% | +94.6% |
| All | +738.9% | +589.9% | +149.0% | +466.1% |
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