+1,460.1%
HD vs XLP
+577.3%
+882.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -0.8% |
| 7D | +6.4% | +3.5% | +2.9% | +3.0% |
| 30D | +22.1% | +11.6% | +10.5% | +10.0% |
| 3M | -0.2% | +7.6% | -7.8% | -6.9% |
| 6M | +12.6% | +10.0% | +2.6% | +2.6% |
| YTD | +3.9% | +19.7% | -15.8% | -12.8% |
| 1Y | -3.7% | +23.5% | -27.2% | -21.5% |
| 3Y | +27.9% | +44.0% | -16.1% | -10.8% |
| 5Y | +7.8% | +42.7% | -34.9% | -24.0% |
| 10Y | +269.4% | +131.3% | +138.0% | +64.7% |
| All | +1,460.1% | +577.3% | +882.8% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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