+6.7%
HD vs XLB
+28.0%
-21.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | +1.5% | +0.5% | +1.0% | +1.1% |
| 30D | +18.0% | +5.2% | +12.8% | +13.7% |
| 3M | +2.8% | +0.3% | +2.5% | +2.7% |
| 6M | +17.0% | +1.2% | +15.8% | +16.1% |
| YTD | +3.5% | +16.6% | -13.1% | -7.8% |
| 1Y | -2.6% | +21.4% | -24.0% | -15.9% |
| 3Y | +30.7% | +43.2% | -12.5% | -0.7% |
| All | +6.7% | +28.0% | -21.3% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling