+1,454.5%
HD vs XLU
+654.8%
+799.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | +1.5% | +2.1% | -0.6% | +0.3% |
| 30D | +18.0% | +5.6% | +12.4% | +14.3% |
| 3M | +2.8% | +0.7% | +2.1% | +2.3% |
| 6M | +17.0% | -0.1% | +17.0% | +16.9% |
| YTD | +3.5% | +5.3% | -1.8% | 0.0% |
| 1Y | -2.6% | +2.2% | -4.7% | -4.2% |
| 3Y | +30.7% | +61.6% | -30.9% | -3.8% |
| 5Y | +6.2% | +53.6% | -47.4% | -20.0% |
| 10Y | +242.7% | +162.3% | +80.4% | +84.4% |
| All | +1,454.5% | +654.8% | +799.7% | +309.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling