+45.8%
XRT vs HDB
-24.9%
+70.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | -4.2% | -2.8% | -1.4% | -3.6% |
| 3M | +5.1% | -3.5% | +8.6% | +5.6% |
| 6M | +2.4% | -24.7% | +27.1% | +8.7% |
| YTD | +3.2% | -36.6% | +39.8% | +13.8% |
| 1Y | +1.5% | -34.4% | +35.9% | +10.8% |
| All | +45.8% | -24.9% | +70.7% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling