+1,331.3%
HD vs XLU
+633.0%
+698.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.1% | +0.8% | -2.9% | -2.6% |
| 30D | -8.4% | -1.3% | -7.1% | -7.7% |
| 3M | +4.3% | -1.3% | +5.7% | +5.1% |
| 6M | -11.1% | -7.6% | -3.5% | -6.9% |
| YTD | -4.7% | +2.3% | -6.9% | -6.3% |
| 1Y | -19.8% | +5.8% | -25.6% | -22.9% |
| 3Y | +4.1% | +50.5% | -46.4% | -20.2% |
| 5Y | +10.3% | +44.1% | -33.8% | -13.8% |
| 10Y | +203.2% | +138.2% | +64.9% | +72.3% |
| All | +1,331.3% | +633.0% | +698.3% | +283.4% |
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