+257.9%
HD vs XRT
+163.3%
+94.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +0.7% |
| 7D | +3.6% | +2.5% | +1.1% | +2.2% |
| 30D | +21.6% | +10.3% | +11.2% | +14.9% |
| 3M | +0.1% | +2.4% | -2.3% | -1.1% |
| 6M | +13.0% | +10.0% | +3.0% | +7.2% |
| YTD | +4.9% | +9.5% | -4.6% | -0.2% |
| 1Y | -2.1% | +17.2% | -19.2% | -10.3% |
| 3Y | +32.6% | +62.0% | -29.4% | -0.4% |
| 5Y | +8.2% | -2.1% | +10.3% | +5.3% |
| 10Y | +257.9% | +152.6% | +105.4% | +62.4% |
| All | +257.9% | +163.3% | +94.6% | +62.4% |
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