+1,379.6%
XLY vs HBM
+589.9%
+789.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -1.7% | -3.3% | +1.6% | -1.3% |
| 30D | -4.2% | -4.8% | +0.6% | -3.7% |
| 3M | -2.7% | -0.4% | -2.3% | -3.4% |
| 6M | -0.6% | +17.9% | -18.5% | -4.7% |
| YTD | -5.0% | +33.7% | -38.7% | -11.3% |
| 1Y | -4.1% | +95.6% | -99.7% | -16.1% |
| 3Y | +33.6% | +458.1% | -424.5% | -3.4% |
| 5Y | +28.7% | +329.0% | -300.3% | -6.7% |
| 10Y | +219.6% | +588.2% | -368.6% | +89.9% |
| All | +1,379.6% | +589.9% | +789.7% | +619.4% |
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