+926.2%
XLY vs HDB
+3,586.0%
-2,659.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.1% |
| 7D | -3.9% | -6.2% | +2.3% | -2.1% |
| 30D | -6.1% | -6.2% | +0.1% | -4.4% |
| 3M | -1.2% | -5.9% | +4.7% | +0.2% |
| 6M | -1.8% | -25.9% | +24.1% | +6.3% |
| YTD | -5.9% | -40.2% | +34.4% | +8.0% |
| 1Y | -3.1% | -38.0% | +34.9% | +9.9% |
| 3Y | +36.0% | -30.5% | +66.5% | +46.8% |
| 5Y | +27.6% | -38.1% | +65.7% | +40.9% |
| 10Y | +216.8% | +32.3% | +184.5% | +169.8% |
| All | +926.2% | +3,586.0% | -2,659.8% | +292.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling