+3.1%
HD vs XLU
+51.6%
-48.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.7% |
| 7D | -1.2% | +2.1% | -3.3% | -2.2% |
| 30D | -11.1% | -0.4% | -10.8% | -11.0% |
| 3M | +2.0% | +0.5% | +1.6% | +1.8% |
| 6M | -10.5% | -5.8% | -4.7% | -8.0% |
| YTD | -6.9% | +3.1% | -10.0% | -8.4% |
| 1Y | -23.2% | +8.1% | -31.3% | -26.3% |
| 3Y | +3.1% | +50.5% | -47.5% | -18.2% |
| All | +3.1% | +51.6% | -48.5% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling