+20.7%
XLK vs HD
-3.1%
+23.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -0.1% |
| 7D | -7.6% | +11.9% | -19.5% | -7.8% |
| 30D | -12.2% | +26.4% | -38.6% | -13.1% |
| 3M | -5.5% | +2.8% | -8.3% | -4.8% |
| 6M | +9.2% | +15.5% | -6.3% | +8.3% |
| YTD | +23.0% | +5.5% | +17.5% | +23.0% |
| 1Y | +20.7% | -4.6% | +25.3% | +21.9% |
| All | +20.7% | -3.1% | +23.8% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling