+1,284.0%
HD vs XLY
+1,108.8%
+175.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | +0.3% |
| 7D | -1.8% | -2.1% | +0.3% | +0.2% |
| 30D | -10.8% | -6.0% | -4.8% | -5.3% |
| 3M | -2.7% | -2.7% | +0.1% | -0.2% |
| 6M | -10.3% | -1.5% | -8.8% | -9.2% |
| YTD | -7.8% | -5.4% | -2.4% | -3.0% |
| 1Y | -23.1% | -3.8% | -19.3% | -20.9% |
| 3Y | +2.0% | +36.6% | -34.6% | -28.5% |
| 5Y | +6.2% | +27.4% | -21.1% | -24.4% |
| 10Y | +210.2% | +218.2% | -8.0% | -17.7% |
| All | +1,284.0% | +1,108.8% | +175.2% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling