-4.6%
HD vs XLB
+29.8%
-34.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.5% | +4.0% | +4.2% |
| 7D | +11.9% | +3.9% | +8.0% | +8.2% |
| 30D | +26.4% | +8.9% | +17.5% | +17.4% |
| 3M | +2.8% | +4.1% | -1.3% | -0.8% |
| 6M | +15.5% | +7.3% | +8.2% | +8.2% |
| YTD | +5.5% | +20.4% | -14.8% | -12.2% |
| 1Y | -4.6% | +29.5% | -34.1% | -27.0% |
| All | -4.6% | +29.8% | -34.4% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling