+163.9%
XLE vs HD
+272.9%
-109.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.6% |
| 7D | -7.9% | +3.6% | -11.5% | -9.4% |
| 30D | -4.8% | +21.6% | -26.4% | -12.4% |
| 3M | +8.4% | +0.1% | +8.2% | +7.6% |
| 6M | +12.7% | +13.0% | -0.3% | +5.3% |
| YTD | +41.3% | +4.9% | +36.3% | +35.1% |
| 1Y | +42.3% | -2.1% | +44.4% | +40.1% |
| 3Y | +65.1% | +32.6% | +32.5% | +36.8% |
| 5Y | +150.2% | +8.2% | +142.0% | +122.9% |
| 10Y | +163.9% | +257.9% | -94.0% | +46.7% |
| All | +163.9% | +272.9% | -109.0% | +46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling