+203.4%
HD vs XLU
+141.2%
+62.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -0.9% |
| 7D | -3.9% | -1.2% | -2.7% | -3.2% |
| 30D | -13.1% | -2.5% | -10.6% | -11.8% |
| 3M | -3.4% | -2.7% | -0.7% | -1.9% |
| 6M | -12.6% | -7.5% | -5.1% | -8.5% |
| YTD | -9.2% | +0.9% | -10.2% | -10.1% |
| 1Y | -23.9% | +3.3% | -27.2% | -25.8% |
| 3Y | +0.4% | +47.3% | -46.9% | -22.5% |
| 5Y | +4.5% | +44.4% | -39.9% | -18.9% |
| All | +203.4% | +141.2% | +62.2% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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