+37.4%
XLK vs HD
-24.4%
+61.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | -0.4% | -3.9% | +3.5% | -0.1% |
| 30D | -0.5% | -13.1% | +12.7% | +0.5% |
| 3M | +5.0% | -3.4% | +8.4% | +5.0% |
| 6M | +32.9% | -12.6% | +45.4% | +32.9% |
| YTD | +29.0% | -9.2% | +38.2% | +29.4% |
| All | +37.4% | -24.4% | +61.8% | +33.0% |
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