+80.1%
XLF vs HD
+31.1%
+49.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +1.9% | +5.2% | -3.3% | +0.3% |
| 30D | +6.5% | +20.7% | -14.2% | +0.4% |
| 3M | +1.2% | +0.8% | +0.4% | +0.8% |
| 6M | +14.6% | +12.2% | +2.3% | +9.9% |
| YTD | +7.7% | +4.2% | +3.5% | +5.4% |
| 1Y | +11.8% | -2.6% | +14.3% | +11.9% |
| 3Y | +80.1% | +30.0% | +50.1% | +63.7% |
| All | +80.1% | +31.1% | +49.0% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling