+49.9%
XLE vs HD
-3.1%
+53.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.5% | -11.3% | -3.1% |
| 7D | -7.2% | +11.9% | -19.1% | -4.6% |
| 30D | +0.1% | +26.4% | -26.3% | +5.6% |
| 3M | +9.2% | +2.8% | +6.4% | +10.0% |
| 6M | +8.4% | +15.5% | -7.1% | +11.8% |
| YTD | +44.9% | +5.5% | +39.3% | +49.6% |
| 1Y | +49.9% | -4.6% | +54.4% | +55.5% |
| All | +49.9% | -3.1% | +53.0% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 1y: compounded portfolio wealth divided by compounded HD 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…
1y analysis · Full analysis span regression · 6 months rolling