+246.5%
XLF vs HD
+208.4%
+38.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.5% |
| 7D | -2.9% | -3.9% | +1.0% | -0.9% |
| 30D | -1.6% | -13.1% | +11.5% | +5.7% |
| 3M | +9.3% | -3.4% | +12.7% | +10.6% |
| 6M | +14.6% | -12.6% | +27.1% | +21.6% |
| YTD | +4.7% | -9.2% | +14.0% | +8.5% |
| 1Y | +8.6% | -23.9% | +32.6% | +23.5% |
| 3Y | +73.9% | +0.4% | +73.4% | +65.6% |
| 5Y | +65.0% | +4.5% | +60.5% | +48.6% |
| All | +246.5% | +208.4% | +38.1% | +74.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling