+158.1%
XLE vs HD
+8.2%
+149.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -6.7% | +5.2% | -11.9% | -7.4% |
| 30D | -4.4% | +20.7% | -25.1% | -7.2% |
| 3M | +4.0% | +0.8% | +3.2% | +3.8% |
| 6M | +13.2% | +12.2% | +0.9% | +10.3% |
| YTD | +41.9% | +4.2% | +37.7% | +40.0% |
| 1Y | +41.6% | -2.6% | +44.2% | +42.0% |
| 3Y | +64.0% | +30.0% | +34.0% | +51.9% |
| 5Y | +158.1% | +8.1% | +150.0% | +137.2% |
| All | +158.1% | +8.2% | +149.9% | +137.2% |
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