+1,472.6%
XLK vs HD
+1,326.8%
+145.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | +0.9% | -2.1% | +2.9% | +1.8% |
| 30D | +0.7% | -8.4% | +9.2% | +4.7% |
| 3M | -2.9% | +4.3% | -7.3% | -5.4% |
| 6M | +34.3% | -11.1% | +45.4% | +40.2% |
| YTD | +30.4% | -4.7% | +35.1% | +31.4% |
| 1Y | +43.4% | -19.8% | +63.2% | +55.7% |
| 3Y | +116.8% | +4.1% | +112.7% | +106.0% |
| 5Y | +144.0% | +10.3% | +133.7% | +123.9% |
| 10Y | +778.8% | +203.2% | +575.6% | +412.8% |
| All | +1,472.6% | +1,326.8% | +145.8% | +263.3% |
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