+788.5%
XLK vs HD
+211.5%
+577.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.8% |
| 7D | +0.2% | -3.8% | +4.0% | +2.4% |
| 30D | -0.6% | -9.4% | +8.8% | +4.8% |
| 3M | +2.6% | -4.6% | +7.2% | +4.4% |
| 6M | +34.0% | -10.1% | +44.1% | +40.2% |
| YTD | +30.7% | -8.3% | +39.0% | +34.5% |
| 1Y | +39.2% | -25.0% | +64.2% | +60.7% |
| 3Y | +120.4% | +1.5% | +118.9% | +106.0% |
| 5Y | +148.8% | +5.6% | +143.2% | +121.9% |
| All | +788.5% | +211.5% | +577.0% | +362.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling