+34.0%
XHB vs HRB
+114.1%
-80.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -4.6% | -8.0% | +3.4% | -3.3% |
| 30D | -9.1% | -16.0% | +6.8% | -6.5% |
| 3M | -8.6% | +26.9% | -35.4% | -13.1% |
| 6M | -4.0% | +51.1% | -55.1% | -12.9% |
| YTD | -3.9% | +7.1% | -11.0% | -5.0% |
| 1Y | -16.5% | -9.6% | -6.9% | -13.6% |
| 3Y | +22.6% | +25.4% | -2.8% | +11.8% |
| All | +34.0% | +114.1% | -80.0% | +6.6% |
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