+20.6%
XHB vs HRB
+25.2%
-4.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.3% |
| 7D | -5.2% | -12.2% | +6.9% | -4.3% |
| 30D | -12.1% | -3.0% | -9.2% | -12.0% |
| 3M | -6.2% | +21.7% | -27.9% | -8.2% |
| 6M | -6.7% | +52.3% | -59.0% | -11.4% |
| YTD | -5.5% | +6.5% | -11.9% | -3.3% |
| 1Y | -15.6% | -6.7% | -9.0% | -11.2% |
| All | +20.6% | +25.2% | -4.6% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling