+1,331.3%
HD vs XLB
+822.6%
+508.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.2% |
| 7D | -2.1% | -1.4% | -0.7% | -1.1% |
| 30D | -8.4% | -0.4% | -8.0% | -8.2% |
| 3M | +4.3% | +2.0% | +2.4% | +3.0% |
| 6M | -11.1% | +1.8% | -13.0% | -12.2% |
| YTD | -4.7% | +16.6% | -21.3% | -14.0% |
| 1Y | -19.8% | +16.9% | -36.7% | -27.9% |
| 3Y | +4.1% | +32.6% | -28.4% | -14.0% |
| 5Y | +10.3% | +35.6% | -25.3% | -10.8% |
| 10Y | +203.2% | +160.0% | +43.1% | +58.8% |
| All | +1,331.3% | +822.6% | +508.7% | +186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling