+31.0%
XLB vs HRB
+141.1%
-110.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.6% | -8.1% | +6.5% | -0.6% |
| 30D | +7.2% | +15.0% | -7.8% | +5.3% |
| 3M | 0.0% | +10.2% | -10.2% | -1.5% |
| 6M | +2.3% | +44.2% | -41.9% | -3.2% |
| YTD | +18.4% | +21.0% | -2.5% | +15.9% |
| 1Y | +23.3% | +12.0% | +11.4% | +22.7% |
| 3Y | +45.2% | +24.9% | +20.2% | +37.6% |
| 5Y | +31.0% | +144.6% | -113.7% | +6.7% |
| All | +31.0% | +141.1% | -110.1% | +6.7% |
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