+6.2%
HD vs XLI
+80.3%
-74.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.2% |
| 7D | -1.8% | -0.6% | -1.2% | -1.3% |
| 30D | -10.8% | -6.9% | -3.9% | -5.3% |
| 3M | -2.7% | -1.9% | -0.7% | -1.3% |
| 6M | -10.3% | +1.0% | -11.3% | -11.3% |
| YTD | -7.8% | +11.3% | -19.2% | -16.3% |
| 1Y | -23.1% | +15.8% | -38.9% | -32.7% |
| 3Y | +2.0% | +69.8% | -67.8% | -37.7% |
| 5Y | +6.2% | +80.9% | -74.7% | -38.2% |
| All | +6.2% | +80.3% | -74.1% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling