+30.0%
SOXX vs HRB
+15.1%
+14.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -0.8% | -11.3% | -12.4% |
| 7D | -23.0% | +10.7% | -33.7% | -20.3% |
| 30D | -32.9% | +29.0% | -61.9% | -27.0% |
| 3M | -25.4% | +21.0% | -46.4% | -19.9% |
| 6M | -17.9% | +86.9% | -104.9% | -0.8% |
| YTD | +31.6% | +30.5% | +1.1% | +50.5% |
| 1Y | +30.0% | +13.6% | +16.4% | +45.4% |
| All | +30.0% | +15.1% | +14.8% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling