+2,502.1%
SOXX vs HRB
+514.5%
+1,987.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.6% |
| 7D | +3.0% | -12.2% | +15.2% | +6.6% |
| 30D | -3.1% | -3.0% | -0.2% | -3.0% |
| 3M | -4.4% | +21.7% | -26.1% | -11.6% |
| 6M | +52.9% | +52.3% | +0.6% | +29.3% |
| YTD | +72.0% | +6.5% | +65.5% | +61.2% |
| 1Y | +105.1% | -6.7% | +111.8% | +99.2% |
| 3Y | +220.6% | +25.1% | +195.5% | +175.1% |
| 5Y | +244.8% | +113.8% | +131.0% | +141.4% |
| 10Y | +1,537.1% | +204.8% | +1,332.3% | +813.4% |
| All | +2,502.1% | +514.5% | +1,987.6% | +745.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling