+1,331.5%
XLK vs HD
+1,449.6%
-118.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | +3.4% | +1.5% | +1.8% | +2.7% |
| 30D | -10.6% | +18.0% | -28.6% | -17.4% |
| 3M | -10.6% | +2.8% | -13.4% | -12.4% |
| 6M | -3.5% | +17.0% | -20.5% | -11.4% |
| YTD | +18.7% | +3.5% | +15.2% | +14.5% |
| 1Y | +19.4% | -2.6% | +22.0% | +18.0% |
| 3Y | +94.5% | +30.7% | +63.7% | +65.3% |
| 5Y | +111.2% | +6.2% | +105.0% | +95.9% |
| 10Y | +707.2% | +242.7% | +464.5% | +343.6% |
| All | +1,331.5% | +1,449.6% | -118.1% | +216.3% |
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