+4.5%
HD vs XLY
+28.1%
-23.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | -3.8% | -1.7% | -2.1% | -2.8% |
| 30D | -9.4% | -4.2% | -5.3% | -6.9% |
| 3M | -4.6% | -2.7% | -1.9% | -2.9% |
| 6M | -10.1% | -0.6% | -9.5% | -9.7% |
| YTD | -8.3% | -5.0% | -3.3% | -5.3% |
| 1Y | -25.0% | -4.1% | -20.9% | -23.2% |
| 3Y | +1.5% | +33.6% | -32.1% | -16.7% |
| All | +4.5% | +28.1% | -23.7% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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