+254.2%
HD vs XRT
+149.4%
+104.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.8% |
| 7D | +4.3% | +0.9% | +3.5% | +3.9% |
| 30D | +20.2% | +7.9% | +12.2% | +15.1% |
| 3M | -1.0% | -0.2% | -0.8% | -0.7% |
| 6M | +7.9% | +5.6% | +2.3% | +4.8% |
| YTD | +2.0% | +5.7% | -3.7% | -0.9% |
| 1Y | -4.3% | +14.6% | -18.9% | -11.2% |
| 3Y | +25.9% | +50.7% | -24.7% | -1.3% |
| 5Y | +5.8% | -4.8% | +10.7% | +4.8% |
| All | +254.2% | +149.4% | +104.8% | +63.9% |
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