+4,261.5%
XOM vs HD
+31,989.9%
-27,728.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +1.8% | -2.1% | +3.8% | +2.2% |
| 30D | +5.9% | -8.4% | +14.3% | +8.0% |
| 3M | +5.6% | +4.3% | +1.2% | +3.9% |
| 6M | +7.9% | -11.1% | +19.0% | +9.9% |
| YTD | +35.2% | -4.7% | +39.8% | +35.2% |
| 1Y | +46.0% | -19.8% | +65.8% | +52.2% |
| 3Y | +55.0% | +4.1% | +50.9% | +49.8% |
| 5Y | +246.3% | +10.3% | +236.0% | +224.6% |
| 10Y | +181.0% | +203.2% | -22.2% | +103.9% |
| All | +4,261.5% | +31,989.9% | -27,728.3% | +1,126.7% |
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