+4,459.5%
XOM vs HD
+35,014.4%
-30,554.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -1.5% | -1.2% | -0.4% | -1.3% |
| 30D | -3.2% | +20.9% | -24.0% | -7.8% |
| 3M | +5.0% | -0.2% | +5.2% | +4.6% |
| 6M | +12.9% | +14.5% | -1.6% | +8.1% |
| YTD | +41.3% | +4.3% | +37.0% | +37.8% |
| 1Y | +43.2% | -3.5% | +46.7% | +42.1% |
| 3Y | +77.3% | +30.1% | +47.2% | +61.6% |
| 5Y | +204.8% | +8.5% | +196.3% | +186.3% |
| 10Y | +197.1% | +245.3% | -48.2% | +108.2% |
| All | +4,459.5% | +35,014.4% | -30,554.9% | +1,149.8% |
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