+45.4%
XLB vs HRB
+24.9%
+20.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.6% | -8.1% | +6.5% | -1.3% |
| 30D | +7.2% | +15.0% | -7.8% | +6.6% |
| 3M | 0.0% | +10.2% | -10.2% | -0.4% |
| 6M | +2.3% | +44.2% | -41.9% | +0.6% |
| YTD | +18.4% | +21.0% | -2.5% | +20.3% |
| 1Y | +23.3% | +12.0% | +11.4% | +26.7% |
| All | +45.4% | +24.9% | +20.5% | +45.2% |
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