+194.4%
VSXY vs HRB
+1.1%
+193.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +2.2% |
| 7D | -14.0% | -5.7% | -8.3% | -14.4% |
| 30D | -15.9% | +7.9% | -23.8% | -14.9% |
| 3M | +3.4% | +32.1% | -28.7% | +7.8% |
| 6M | +25.9% | +62.2% | -36.3% | +33.2% |
| YTD | +39.5% | +16.4% | +23.1% | +62.3% |
| 1Y | +194.4% | -0.3% | +194.6% | +248.2% |
| All | +194.4% | +1.1% | +193.3% | +248.2% |
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