+147.8%
XEL vs HRB
+209.1%
-61.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.3% | -8.0% | +7.7% | +0.9% |
| 30D | -3.9% | -16.0% | +12.0% | -1.5% |
| 3M | -2.8% | +26.9% | -29.7% | -6.9% |
| 6M | -5.4% | +51.1% | -56.5% | -12.5% |
| YTD | +3.8% | +7.1% | -3.3% | +1.4% |
| 1Y | +6.8% | -9.6% | +16.4% | +7.4% |
| 3Y | +45.6% | +25.4% | +20.2% | +36.3% |
| 5Y | +30.7% | +114.9% | -84.2% | +9.6% |
| All | +147.8% | +209.1% | -61.3% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling