+177.1%
XHB vs HRB
+340.3%
-163.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.3% |
| 7D | -0.2% | -5.1% | +4.9% | +1.6% |
| 30D | +9.9% | +8.7% | +1.3% | +6.5% |
| 3M | -6.3% | -5.4% | -0.9% | -5.0% |
| 6M | +3.8% | +41.6% | -37.7% | -11.0% |
| YTD | +0.1% | +18.7% | -18.5% | -10.7% |
| 1Y | -0.8% | +16.4% | -17.3% | -11.0% |
| 3Y | +35.6% | +22.0% | +13.6% | +15.6% |
| 5Y | +29.6% | +141.2% | -111.7% | -19.7% |
| 10Y | +237.5% | +223.1% | +14.4% | +62.0% |
| All | +177.1% | +340.3% | -163.2% | -7.4% |
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