+1,019.2%
XLE vs HD
+1,461.3%
-442.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -0.2% | -1.2% | +0.9% | +0.1% |
| 30D | -4.0% | +20.9% | -24.9% | -10.3% |
| 3M | +4.6% | -0.2% | +4.8% | +4.0% |
| 6M | +12.3% | +14.5% | -2.2% | +5.8% |
| YTD | +44.5% | +4.3% | +40.2% | +39.5% |
| 1Y | +42.4% | -3.5% | +45.9% | +40.9% |
| 3Y | +67.0% | +30.1% | +36.9% | +47.1% |
| 5Y | +161.9% | +8.5% | +153.4% | +140.5% |
| 10Y | +173.9% | +245.3% | -71.4% | +69.5% |
| All | +1,019.2% | +1,461.3% | -442.0% | +287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling