+820.5%
XLB vs HRB
+999.6%
-179.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.7% |
| 7D | -1.4% | -5.7% | +4.3% | +0.1% |
| 30D | -0.4% | +7.9% | -8.3% | -2.9% |
| 3M | +2.0% | +32.1% | -30.2% | -6.3% |
| 6M | +1.8% | +62.2% | -60.4% | -12.9% |
| YTD | +16.6% | +16.4% | +0.2% | +8.6% |
| 1Y | +16.9% | -0.3% | +17.2% | +13.5% |
| 3Y | +32.6% | +36.0% | -3.5% | +15.2% |
| 5Y | +35.6% | +125.2% | -89.6% | -0.5% |
| 10Y | +160.0% | +237.7% | -77.6% | +55.9% |
| All | +820.5% | +999.6% | -179.1% | +264.2% |
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 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