+254.2%
XOM vs HD
+8.2%
+245.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.0% |
| 7D | -2.4% | -1.2% | -1.2% | -2.2% |
| 30D | +5.7% | -11.1% | +16.8% | +7.0% |
| 3M | +6.6% | +2.0% | +4.5% | +5.8% |
| 6M | +7.7% | -10.5% | +18.1% | +9.1% |
| YTD | +36.2% | -6.9% | +43.0% | +36.8% |
| 1Y | +50.5% | -23.2% | +73.7% | +56.9% |
| 3Y | +53.4% | +3.1% | +50.3% | +49.5% |
| 5Y | +254.2% | +7.4% | +246.8% | +228.5% |
| All | +254.2% | +8.2% | +245.9% | +228.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling