+30.8%
XLV vs HDB
-26.2%
+57.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.9% | -7.0% | -1.1% |
| 7D | -3.6% | +0.7% | -4.2% | -3.6% |
| 30D | -1.8% | +1.0% | -2.8% | -2.0% |
| 3M | +7.8% | -2.0% | +9.8% | +7.9% |
| 6M | +9.1% | -18.1% | +27.2% | +11.4% |
| YTD | +7.7% | -36.1% | +43.9% | +12.9% |
| 1Y | +20.4% | -34.0% | +54.5% | +25.7% |
| 3Y | +30.8% | -26.7% | +57.5% | +33.9% |
| All | +30.8% | -26.2% | +57.0% | +33.9% |
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