+93.2%
HD vs XLC
+142.6%
-49.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.0% |
| 7D | -1.2% | +0.6% | -1.8% | -1.6% |
| 30D | -11.1% | +0.2% | -11.4% | -11.3% |
| 3M | +2.0% | +0.6% | +1.4% | +1.4% |
| 6M | -10.5% | -4.5% | -5.9% | -7.6% |
| YTD | -6.9% | -4.7% | -2.1% | -3.9% |
| 1Y | -23.2% | -1.7% | -21.5% | -22.6% |
| 3Y | +3.1% | +72.3% | -69.2% | -31.8% |
| 5Y | +7.4% | +37.8% | -30.4% | -16.5% |
| All | +93.2% | +142.6% | -49.4% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling