+206.4%
HD vs XLRE
+89.0%
+117.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | -3.8% | -1.2% | -2.7% | -3.0% |
| 30D | -9.4% | -2.4% | -7.0% | -7.8% |
| 3M | -4.6% | -2.5% | -2.1% | -2.9% |
| 6M | -10.1% | +4.0% | -14.1% | -12.7% |
| YTD | -8.3% | +9.3% | -17.6% | -14.2% |
| 1Y | -25.0% | +5.6% | -30.6% | -28.1% |
| 3Y | +1.5% | +31.3% | -29.7% | -17.2% |
| 5Y | +5.6% | +9.5% | -4.0% | -2.8% |
| All | +206.4% | +89.0% | +117.4% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling