+1,474.6%
HD vs XRT
+529.0%
+945.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.7% |
| 7D | +4.3% | +0.9% | +3.5% | +3.8% |
| 30D | +20.2% | +7.9% | +12.2% | +14.3% |
| 3M | -1.0% | -0.2% | -0.8% | -0.7% |
| 6M | +7.9% | +5.6% | +2.3% | +4.3% |
| YTD | +2.0% | +5.7% | -3.7% | -1.4% |
| 1Y | -4.3% | +14.6% | -18.9% | -12.4% |
| 3Y | +25.9% | +50.7% | -24.7% | -6.1% |
| 5Y | +5.8% | -4.8% | +10.7% | +4.8% |
| 10Y | +262.5% | +152.6% | +109.9% | +56.8% |
| All | +1,474.6% | +529.0% | +945.5% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling