+248.1%
HD vs XRT
+135.4%
+112.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | +0.2% |
| 7D | -0.5% | -0.4% | 0.0% | -0.2% |
| 30D | +18.5% | +7.5% | +11.0% | +13.7% |
| 3M | +2.2% | +2.3% | -0.2% | +0.9% |
| 6M | +13.8% | +12.8% | +1.0% | +6.4% |
| YTD | +3.4% | +7.1% | -3.6% | -0.3% |
| 1Y | -3.5% | +12.3% | -15.8% | -9.4% |
| 3Y | +29.0% | +57.0% | -28.0% | -1.3% |
| 5Y | +6.1% | -4.3% | +10.4% | +4.7% |
| All | +248.1% | +135.4% | +112.8% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling