+1,331.3%
HD vs XLI
+1,121.5%
+209.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | -2.1% | -1.1% | -1.0% | -1.1% |
| 30D | -8.4% | -5.9% | -2.5% | -3.5% |
| 3M | +4.3% | -0.3% | +4.6% | +4.3% |
| 6M | -11.1% | +0.1% | -11.3% | -11.5% |
| YTD | -4.7% | +13.6% | -18.3% | -14.9% |
| 1Y | -19.8% | +17.2% | -37.0% | -30.5% |
| 3Y | +4.1% | +68.2% | -64.1% | -34.5% |
| 5Y | +10.3% | +80.7% | -70.4% | -34.7% |
| 10Y | +203.2% | +253.3% | -50.1% | -2.6% |
| All | +1,331.3% | +1,121.5% | +209.8% | +41.1% |
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