+41.6%
XLE vs HD
-2.4%
+44.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.3% |
| 7D | -6.7% | +5.2% | -11.9% | -5.4% |
| 30D | -4.4% | +20.7% | -25.1% | -0.2% |
| 3M | +4.0% | +0.8% | +3.2% | +4.3% |
| 6M | +13.2% | +12.2% | +0.9% | +16.2% |
| YTD | +41.9% | +4.2% | +37.7% | +45.9% |
| 1Y | +41.6% | -2.6% | +44.2% | +46.2% |
| All | +41.6% | -2.4% | +44.0% | +46.2% |
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