+10.8%
HD vs XRT
-1.0%
+11.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | -2.1% | +0.8% | -2.9% | -2.5% |
| 30D | -8.4% | -4.2% | -4.2% | -6.0% |
| 3M | +4.3% | +5.1% | -0.7% | +1.4% |
| 6M | -11.1% | +2.4% | -13.5% | -12.2% |
| YTD | -4.7% | +3.2% | -7.9% | -6.3% |
| 1Y | -19.8% | +1.5% | -21.3% | -20.6% |
| 3Y | +4.1% | +40.6% | -36.5% | -16.0% |
| All | +10.8% | -1.0% | +11.8% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling