+64.4%
XLF vs HD
+6.0%
+58.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -1.0% | -1.8% | +0.8% | -0.3% |
| 30D | -1.3% | -10.8% | +9.5% | +3.1% |
| 3M | +9.1% | -2.7% | +11.8% | +9.8% |
| 6M | +14.4% | -10.3% | +24.6% | +18.6% |
| YTD | +5.1% | -7.8% | +12.9% | +7.4% |
| 1Y | +8.6% | -23.1% | +31.8% | +19.7% |
| 3Y | +74.4% | +2.0% | +72.4% | +67.0% |
| 5Y | +64.4% | +6.2% | +58.1% | +44.1% |
| All | +64.4% | +6.0% | +58.4% | +44.1% |
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