+149.1%
XLK vs HD
+5.5%
+143.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | +2.3% | -1.8% | +4.1% | +3.2% |
| 30D | +0.8% | -10.8% | +11.7% | +6.1% |
| 3M | +4.1% | -2.7% | +6.7% | +4.5% |
| 6M | +34.8% | -10.3% | +45.0% | +40.3% |
| YTD | +30.8% | -7.8% | +38.6% | +33.7% |
| 1Y | +42.4% | -23.1% | +65.5% | +59.6% |
| 3Y | +121.8% | +2.0% | +119.8% | +106.2% |
| All | +149.1% | +5.5% | +143.6% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling