+65.8%
XLE vs HD
+31.8%
+34.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -0.2% | -1.2% | +0.9% | -0.2% |
| 30D | -4.0% | +20.9% | -24.9% | -5.3% |
| 3M | +4.6% | -0.2% | +4.8% | +4.8% |
| 6M | +12.3% | +14.5% | -2.2% | +10.3% |
| YTD | +44.5% | +4.3% | +40.2% | +43.9% |
| 1Y | +42.4% | -3.5% | +45.9% | +44.8% |
| All | +65.8% | +31.8% | +34.0% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling