+158.8%
XLB vs HRB
+207.5%
-48.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -3.5% | -12.2% | +8.6% | -0.9% |
| 30D | -4.7% | -3.0% | -1.7% | -4.5% |
| 3M | +2.7% | +21.7% | -19.0% | -2.4% |
| 6M | +2.6% | +52.3% | -49.7% | -8.5% |
| YTD | +12.8% | +6.5% | +6.4% | +9.3% |
| 1Y | +14.0% | -6.7% | +20.6% | +13.9% |
| 3Y | +31.5% | +25.1% | +6.4% | +18.9% |
| 5Y | +33.4% | +113.8% | -80.3% | +2.2% |
| All | +158.8% | +207.5% | -48.7% | +71.8% |
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 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