+169.4%
XLV vs HD
+211.5%
-42.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -3.6% | -3.8% | +0.3% | -2.1% |
| 30D | -1.8% | -9.4% | +7.6% | +2.0% |
| 3M | +7.8% | -4.6% | +12.4% | +9.4% |
| 6M | +9.1% | -10.1% | +19.2% | +13.0% |
| YTD | +7.7% | -8.3% | +16.1% | +10.5% |
| 1Y | +20.4% | -25.0% | +45.4% | +33.4% |
| 3Y | +30.8% | +1.5% | +29.2% | +26.3% |
| 5Y | +34.6% | +5.6% | +29.1% | +24.6% |
| All | +169.4% | +211.5% | -42.1% | +64.9% |
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