+25.0%
VSXY vs HRB
+114.1%
-89.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +3.0% |
| 7D | +0.1% | -8.0% | +8.2% | +1.9% |
| 30D | -18.7% | -16.0% | -2.7% | -15.6% |
| 3M | -4.0% | +26.9% | -30.8% | -10.2% |
| 6M | +67.5% | +51.1% | +16.4% | +45.6% |
| YTD | +39.7% | +7.1% | +32.6% | +37.4% |
| 1Y | +180.0% | -9.6% | +189.6% | +193.4% |
| 3Y | +337.3% | +25.4% | +311.9% | +271.5% |
| All | +25.0% | +114.1% | -89.0% | -14.9% |
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