+8.2%
HD vs XLI
+70.1%
-61.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | -0.3% |
| 7D | +3.6% | -0.5% | +4.1% | +3.8% |
| 30D | +21.6% | -0.2% | +21.8% | +21.5% |
| 3M | +0.1% | -8.6% | +8.7% | +7.6% |
| 6M | +13.0% | -2.0% | +15.0% | +14.2% |
| YTD | +4.9% | +9.7% | -4.8% | -3.9% |
| 1Y | -2.1% | +11.4% | -13.5% | -11.6% |
| 3Y | +32.6% | +74.2% | -41.6% | -21.8% |
| 5Y | +8.2% | +70.0% | -61.7% | -34.3% |
| All | +8.2% | +70.1% | -61.9% | -34.3% |
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