+237.4%
HD vs XLRE
+111.8%
+125.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -1.2% | -0.3% | -0.9% | -1.0% |
| 30D | -11.1% | -2.4% | -8.7% | -9.6% |
| 3M | +2.0% | +0.6% | +1.5% | +1.5% |
| 6M | -10.5% | +3.9% | -14.4% | -13.0% |
| YTD | -6.9% | +10.5% | -17.3% | -13.4% |
| 1Y | -23.2% | +8.4% | -31.6% | -27.6% |
| 3Y | +3.1% | +32.8% | -29.7% | -16.4% |
| 5Y | +7.4% | +7.0% | +0.4% | +0.6% |
| 10Y | +205.0% | +83.8% | +121.2% | +99.4% |
| All | +237.4% | +111.8% | +125.6% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling