+97.7%
HD vs XLC
+143.7%
-46.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.8% |
| 7D | -2.1% | -0.8% | -1.2% | -1.5% |
| 30D | -8.4% | +1.0% | -9.5% | -9.1% |
| 3M | +4.3% | -0.7% | +5.0% | +4.7% |
| 6M | -11.1% | -5.1% | -6.0% | -7.9% |
| YTD | -4.7% | -4.3% | -0.4% | -2.0% |
| 1Y | -19.8% | -0.6% | -19.2% | -19.8% |
| 3Y | +4.1% | +72.7% | -68.6% | -31.2% |
| 5Y | +10.3% | +38.0% | -27.7% | -14.3% |
| All | +97.7% | +143.7% | -46.0% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling