+896.5%
XLV vs HD
+1,279.7%
-383.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -3.7% | -1.8% | -1.9% | -3.1% |
| 30D | -1.1% | -10.8% | +9.7% | +2.6% |
| 3M | +8.2% | -2.7% | +10.9% | +8.9% |
| 6M | +8.9% | -10.3% | +19.2% | +12.3% |
| YTD | +8.5% | -7.8% | +16.3% | +10.7% |
| 1Y | +22.3% | -23.1% | +45.4% | +31.9% |
| 3Y | +32.6% | +2.0% | +30.6% | +29.4% |
| 5Y | +34.4% | +6.2% | +28.2% | +27.3% |
| 10Y | +175.4% | +210.2% | -34.8% | +83.4% |
| All | +896.5% | +1,279.7% | -383.2% | +256.3% |
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