+178.7%
XHB vs HRB
+331.9%
-153.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +2.4% |
| 7D | -1.3% | -5.7% | +4.4% | +0.8% |
| 30D | -6.9% | +7.9% | -14.8% | -10.3% |
| 3M | -1.3% | +32.1% | -33.4% | -12.5% |
| 6M | -6.8% | +62.2% | -69.0% | -25.5% |
| YTD | +0.7% | +16.4% | -15.7% | -9.1% |
| 1Y | -11.2% | -0.3% | -11.0% | -15.1% |
| 3Y | +25.3% | +36.0% | -10.7% | +2.4% |
| 5Y | +37.3% | +125.2% | -87.9% | -12.4% |
| 10Y | +211.5% | +237.7% | -26.1% | +46.6% |
| All | +178.7% | +331.9% | -153.2% | -5.8% |
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