+28.4%
XLY vs HBM
+327.6%
-299.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -1.7% | -3.3% | +1.6% | -1.2% |
| 30D | -4.2% | -4.8% | +0.6% | -3.6% |
| 3M | -2.7% | -0.4% | -2.3% | -3.5% |
| 6M | -0.6% | +17.9% | -18.5% | -5.6% |
| YTD | -5.0% | +33.7% | -38.7% | -12.8% |
| 1Y | -4.1% | +95.6% | -99.7% | -18.9% |
| 3Y | +33.6% | +458.1% | -424.5% | -12.4% |
| All | +28.4% | +327.6% | -299.2% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling