-5.8%
XLC vs HRB
+16.9%
-22.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +3.2% |
| 7D | +1.8% | +16.0% | -14.3% | +0.8% |
| 30D | -6.0% | +32.1% | -38.0% | -7.7% |
| 3M | -6.0% | +21.5% | -27.5% | -7.3% |
| 6M | -9.1% | +82.1% | -91.1% | -12.0% |
| YTD | -10.0% | +31.6% | -41.6% | -9.5% |
| 1Y | -5.8% | +15.9% | -21.7% | -4.5% |
| All | -5.8% | +16.9% | -22.7% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling