+1,466.2%
HD vs XLI
+1,094.8%
+371.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -1.0% |
| 7D | -1.2% | +0.9% | -2.1% | -2.0% |
| 30D | +20.9% | +1.1% | +19.8% | +19.5% |
| 3M | -0.2% | -7.7% | +7.5% | +6.6% |
| 6M | +14.5% | -1.8% | +16.3% | +15.6% |
| YTD | +4.3% | +11.1% | -6.8% | -5.4% |
| 1Y | -3.5% | +12.1% | -15.6% | -13.2% |
| 3Y | +30.1% | +73.8% | -43.7% | -20.6% |
| 5Y | +8.5% | +73.8% | -65.3% | -33.7% |
| 10Y | +245.3% | +231.7% | +13.6% | +16.9% |
| All | +1,466.2% | +1,094.8% | +371.4% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling