-1.9%
HD vs XLB
+24.8%
-26.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +1.1% |
| 7D | +3.6% | -1.4% | +5.0% | +4.9% |
| 30D | +21.6% | +7.1% | +14.5% | +14.6% |
| 3M | +0.1% | +0.6% | -0.5% | -0.4% |
| 6M | +13.0% | +3.5% | +9.5% | +9.6% |
| YTD | +4.9% | +18.2% | -13.3% | -11.6% |
| All | -1.9% | +24.8% | -26.7% | -22.1% |
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