+5.0%
XLE vs HD
+13.3%
-8.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.4% | -3.5% |
| 7D | -10.3% | +6.4% | -16.7% | -8.0% |
| 30D | -3.3% | +22.1% | -25.4% | +3.9% |
| 3M | +8.2% | -0.2% | +8.4% | +6.8% |
| 6M | +5.0% | +12.6% | -7.6% | +10.9% |
| All | +5.0% | +13.3% | -8.3% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling