+179.2%
XLE vs HD
+241.0%
-61.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +5.4% | +1.5% | +3.9% | +4.8% |
| 30D | -3.9% | +18.0% | -21.9% | -10.6% |
| 3M | +7.0% | +2.8% | +4.2% | +5.1% |
| 6M | +14.2% | +17.0% | -2.8% | +5.1% |
| YTD | +48.2% | +3.5% | +44.6% | +42.4% |
| 1Y | +47.7% | -2.6% | +50.3% | +45.6% |
| 3Y | +70.0% | +30.7% | +39.3% | +41.6% |
| 5Y | +169.1% | +6.2% | +162.9% | +141.8% |
| All | +179.2% | +241.0% | -61.8% | +54.9% |
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