+6.2%
HD vs XLU
+43.5%
-37.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.4% |
| 7D | -1.8% | +0.6% | -2.4% | -2.2% |
| 30D | -10.8% | -0.4% | -10.4% | -10.7% |
| 3M | -2.7% | -1.7% | -0.9% | -1.8% |
| 6M | -10.3% | -7.1% | -3.2% | -6.8% |
| YTD | -7.8% | +1.9% | -9.8% | -9.0% |
| 1Y | -23.1% | +6.1% | -29.2% | -26.0% |
| 3Y | +2.0% | +48.8% | -46.8% | -19.9% |
| 5Y | +6.2% | +43.8% | -37.6% | -13.1% |
| All | +6.2% | +43.5% | -37.3% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling