+1,371.8%
HD vs XRT
+514.3%
+857.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | -2.1% | +0.8% | -2.9% | -2.6% |
| 30D | -8.4% | -4.2% | -4.2% | -5.7% |
| 3M | +4.3% | +5.1% | -0.7% | +1.0% |
| 6M | -11.1% | +2.4% | -13.5% | -12.4% |
| YTD | -4.7% | +3.2% | -7.9% | -6.6% |
| 1Y | -19.8% | +1.5% | -21.3% | -20.8% |
| 3Y | +4.1% | +40.6% | -36.5% | -18.9% |
| 5Y | +10.3% | -1.0% | +11.3% | +5.6% |
| 10Y | +203.2% | +128.4% | +74.7% | +41.0% |
| All | +1,371.8% | +514.3% | +857.5% | +166.9% |
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 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