+935.4%
XLY vs HDB
+3,839.1%
-2,903.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.9% | -6.0% | -1.0% |
| 7D | -1.7% | +0.7% | -2.4% | -2.0% |
| 30D | -4.2% | +1.0% | -5.2% | -4.5% |
| 3M | -2.7% | -2.0% | -0.7% | -2.5% |
| 6M | -0.6% | -18.1% | +17.5% | +4.5% |
| YTD | -5.0% | -36.1% | +31.1% | +6.9% |
| 1Y | -4.1% | -34.0% | +30.0% | +6.8% |
| 3Y | +33.6% | -26.7% | +60.3% | +42.0% |
| 5Y | +28.7% | -33.9% | +62.6% | +39.4% |
| 10Y | +219.6% | +41.4% | +178.3% | +167.0% |
| All | +935.4% | +3,839.1% | -2,903.7% | +288.8% |
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