+172.7%
XLE vs HD
+207.4%
-34.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +2.2% | -2.1% | +4.3% | +3.0% |
| 30D | +11.8% | -8.4% | +20.2% | +15.6% |
| 3M | +9.8% | +4.3% | +5.5% | +6.8% |
| 6M | +15.6% | -11.1% | +26.7% | +19.6% |
| YTD | +45.3% | -4.7% | +49.9% | +45.1% |
| 1Y | +48.3% | -19.8% | +68.1% | +60.0% |
| 3Y | +55.4% | +4.1% | +51.3% | +44.7% |
| 5Y | +216.1% | +10.3% | +205.8% | +173.3% |
| All | +172.7% | +207.4% | -34.7% | +47.7% |
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