+218.0%
XLE vs HD
+10.1%
+207.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +2.2% | -2.1% | +4.3% | +2.5% |
| 30D | +11.8% | -8.4% | +20.2% | +13.3% |
| 3M | +9.8% | +4.3% | +5.5% | +8.4% |
| 6M | +15.6% | -11.1% | +26.7% | +17.9% |
| YTD | +45.3% | -4.7% | +49.9% | +45.4% |
| 1Y | +48.3% | -19.8% | +68.1% | +55.0% |
| 3Y | +55.4% | +4.1% | +51.3% | +50.7% |
| All | +218.0% | +10.1% | +207.9% | +191.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling