+247.9%
SOXX vs HRB
+114.1%
+133.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.8% |
| 7D | +1.4% | -8.0% | +9.4% | +1.8% |
| 30D | -3.6% | -16.0% | +12.4% | -2.8% |
| 3M | -10.2% | +26.9% | -37.0% | -12.3% |
| 6M | +54.2% | +51.1% | +3.1% | +45.9% |
| YTD | +75.2% | +7.1% | +68.2% | +76.8% |
| 1Y | +107.5% | -9.6% | +117.1% | +116.7% |
| 3Y | +226.8% | +25.4% | +201.4% | +201.2% |
| All | +247.9% | +114.1% | +133.8% | +184.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling