+422.3%
XLF vs HD
+1,326.8%
-904.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.3% |
| 7D | 0.0% | -2.1% | +2.1% | +1.1% |
| 30D | +0.2% | -8.4% | +8.6% | +4.9% |
| 3M | +11.7% | +4.3% | +7.4% | +8.5% |
| 6M | +13.8% | -11.1% | +24.9% | +20.0% |
| YTD | +7.0% | -4.7% | +11.7% | +8.2% |
| 1Y | +9.1% | -19.8% | +28.9% | +20.7% |
| 3Y | +75.6% | +4.1% | +71.5% | +65.1% |
| 5Y | +66.4% | +10.3% | +56.1% | +47.6% |
| 10Y | +250.3% | +203.2% | +47.1% | +72.6% |
| All | +422.3% | +1,326.8% | -904.5% | -11.1% |
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