+35.0%
XLB vs HRB
+104.8%
-69.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.9% |
| 7D | -2.9% | -10.6% | +7.7% | -1.6% |
| 30D | -3.4% | -0.8% | -2.5% | -3.5% |
| 3M | +1.6% | +19.1% | -17.5% | -1.2% |
| 6M | +3.6% | +48.7% | -45.1% | -3.1% |
| YTD | +14.2% | +7.1% | +7.1% | +13.6% |
| 1Y | +15.6% | -8.3% | +23.9% | +18.6% |
| 3Y | +33.1% | +25.8% | +7.3% | +24.0% |
| 5Y | +35.0% | +111.1% | -76.0% | +13.2% |
| All | +35.0% | +104.8% | -69.8% | +13.2% |
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 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