+429.4%
XLF vs HD
+1,449.6%
-1,020.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +2.7% | +1.5% | +1.1% | +1.8% |
| 30D | +7.6% | +18.0% | -10.4% | -1.7% |
| 3M | +1.1% | +2.8% | -1.7% | -0.9% |
| 6M | +15.9% | +17.0% | -1.1% | +5.3% |
| YTD | +8.4% | +3.5% | +4.9% | +4.4% |
| 1Y | +12.5% | -2.6% | +15.1% | +11.7% |
| 3Y | +81.6% | +30.7% | +50.8% | +50.2% |
| 5Y | +59.3% | +6.2% | +53.0% | +44.0% |
| 10Y | +225.4% | +242.7% | -17.3% | +49.6% |
| All | +429.4% | +1,449.6% | -1,020.3% | -14.2% |
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