+167.2%
XLE vs HD
+257.8%
-90.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | -12.0% | +4.3% | -16.3% | -13.7% |
| 30D | -2.7% | +20.2% | -22.9% | -10.1% |
| 3M | +6.6% | -1.0% | +7.6% | +6.2% |
| 6M | +9.5% | +7.9% | +1.6% | +4.3% |
| YTD | +40.6% | +2.0% | +38.6% | +35.9% |
| 1Y | +43.6% | -4.3% | +47.9% | +42.6% |
| 3Y | +58.1% | +25.9% | +32.1% | +33.9% |
| 5Y | +152.2% | +5.8% | +146.4% | +126.3% |
| All | +167.2% | +257.8% | -90.6% | +49.9% |
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