+123.7%
XRT vs HDB
+34.0%
+89.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.9% | -1.2% |
| 7D | -0.3% | -2.0% | +1.8% | +0.4% |
| 30D | -5.6% | -4.9% | -0.8% | -4.2% |
| 3M | +2.5% | -2.3% | +4.9% | +2.8% |
| 6M | +3.7% | -23.7% | +27.4% | +11.7% |
| YTD | +1.0% | -38.5% | +39.4% | +16.0% |
| 1Y | -1.2% | -36.5% | +35.3% | +12.2% |
| 3Y | +43.4% | -28.5% | +71.8% | +54.3% |
| 5Y | -0.7% | -37.4% | +36.6% | +9.1% |
| 10Y | +123.7% | +34.0% | +89.7% | +100.2% |
| All | +123.7% | +34.0% | +89.7% | +100.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling