+425.8%
XLF vs HD
+1,459.9%
-1,034.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | +1.9% | +5.2% | -3.3% | -0.9% |
| 30D | +6.5% | +20.7% | -14.2% | -4.0% |
| 3M | +1.2% | +0.8% | +0.4% | +0.2% |
| 6M | +14.6% | +12.2% | +2.3% | +6.4% |
| YTD | +7.7% | +4.2% | +3.5% | +3.4% |
| 1Y | +11.8% | -2.6% | +14.3% | +10.9% |
| 3Y | +80.1% | +30.0% | +50.1% | +49.4% |
| 5Y | +59.0% | +8.1% | +50.9% | +42.4% |
| 10Y | +224.2% | +247.2% | -23.0% | +47.9% |
| All | +425.8% | +1,459.9% | -1,034.0% | -15.1% |
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 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