+191.6%
XOM vs HD
+208.4%
-16.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | +1.9% | -3.9% | +5.8% | +3.1% |
| 30D | +4.1% | -13.1% | +17.2% | +8.7% |
| 3M | +10.4% | -3.4% | +13.9% | +10.8% |
| 6M | +13.0% | -12.6% | +25.6% | +16.6% |
| YTD | +40.1% | -9.2% | +49.3% | +42.2% |
| 1Y | +51.1% | -23.9% | +75.1% | +63.4% |
| 3Y | +57.7% | +0.4% | +57.3% | +50.2% |
| 5Y | +264.7% | +4.5% | +260.2% | +230.0% |
| All | +191.6% | +208.4% | -16.8% | +71.0% |
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