+205.0%
HD vs XRT
+123.1%
+81.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.0% |
| 7D | -1.2% | -0.3% | -0.9% | -1.0% |
| 30D | -11.1% | -5.6% | -5.5% | -8.0% |
| 3M | +2.0% | +2.5% | -0.5% | +0.7% |
| 6M | -10.5% | +3.7% | -14.1% | -12.1% |
| YTD | -6.9% | +1.0% | -7.8% | -7.2% |
| 1Y | -23.2% | -1.2% | -22.0% | -22.7% |
| 3Y | +3.1% | +43.4% | -40.3% | -17.1% |
| 5Y | +7.4% | -0.7% | +8.1% | +3.6% |
| 10Y | +205.0% | +123.7% | +81.3% | +49.7% |
| All | +205.0% | +123.1% | +81.9% | +49.7% |
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