-23.9%
HD vs XLU
+4.7%
-28.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.1% |
| 7D | -3.9% | -1.2% | -2.7% | -3.4% |
| 30D | -13.1% | -2.5% | -10.6% | -12.2% |
| 3M | -3.4% | -2.7% | -0.7% | -2.3% |
| 6M | -12.6% | -7.5% | -5.1% | -9.9% |
| YTD | -9.2% | +0.9% | -10.2% | -8.6% |
| 1Y | -23.9% | +3.3% | -27.2% | -23.3% |
| All | -23.9% | +4.7% | -28.6% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling