-23.9%
HD vs XLI
+14.8%
-38.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.0% |
| 7D | -3.9% | -2.3% | -1.6% | -2.3% |
| 30D | -13.1% | -8.2% | -5.0% | -7.8% |
| 3M | -3.4% | +0.8% | -4.2% | -4.3% |
| 6M | -12.6% | +0.8% | -13.4% | -13.7% |
| YTD | -9.2% | +10.5% | -19.8% | -14.8% |
| 1Y | -23.9% | +14.1% | -38.1% | -30.8% |
| All | -23.9% | +14.8% | -38.7% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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