+78.2%
VSXY vs HRB
+121.6%
-43.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.2% |
| 7D | -10.7% | -10.6% | -0.1% | -8.7% |
| 30D | -24.3% | -0.8% | -23.4% | -24.6% |
| 3M | +1.0% | +19.1% | -18.0% | -4.0% |
| 6M | +57.4% | +48.7% | +8.7% | +37.9% |
| YTD | +39.8% | +7.1% | +32.7% | +37.5% |
| 1Y | +196.5% | -8.3% | +204.8% | +208.7% |
| 3Y | +357.2% | +25.8% | +331.4% | +289.8% |
| 5Y | +18.9% | +111.1% | -92.2% | -16.9% |
| All | +78.2% | +121.6% | -43.5% | +47.9% |
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 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