+1,331.3%
HD vs XLP
+523.7%
+807.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.7% |
| 7D | -2.1% | -1.0% | -1.0% | -1.1% |
| 30D | -8.4% | -0.9% | -7.5% | -7.7% |
| 3M | +4.3% | +3.8% | +0.5% | +0.4% |
| 6M | -11.1% | -1.7% | -9.4% | -9.8% |
| YTD | -4.7% | +10.3% | -14.9% | -13.5% |
| 1Y | -19.8% | +7.8% | -27.6% | -25.7% |
| 3Y | +4.1% | +27.2% | -23.1% | -18.3% |
| 5Y | +10.3% | +32.5% | -22.2% | -16.7% |
| 10Y | +203.2% | +101.8% | +101.4% | +53.8% |
| All | +1,331.3% | +523.7% | +807.6% | +159.4% |
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