+169.4%
XLV vs HDB
+42.1%
+127.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.9% | -7.0% | -1.7% |
| 7D | -3.6% | +0.7% | -4.2% | -3.8% |
| 30D | -1.8% | +1.0% | -2.8% | -2.1% |
| 3M | +7.8% | -2.0% | +9.8% | +7.9% |
| 6M | +9.1% | -18.1% | +27.2% | +13.5% |
| YTD | +7.7% | -36.1% | +43.9% | +18.4% |
| 1Y | +20.4% | -34.0% | +54.5% | +31.2% |
| 3Y | +30.8% | -26.7% | +57.5% | +37.1% |
| 5Y | +34.6% | -33.9% | +68.5% | +42.4% |
| All | +169.4% | +42.1% | +127.3% | +134.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling