+143.7%
XLC vs HRB
+169.3%
-25.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +0.5% | -8.0% | +8.5% | +2.2% |
| 30D | +2.1% | -16.0% | +18.1% | +5.6% |
| 3M | +0.7% | +26.9% | -26.2% | -4.7% |
| 6M | -3.2% | +51.1% | -54.3% | -12.5% |
| YTD | -3.8% | +7.1% | -10.8% | -6.4% |
| 1Y | -2.0% | -9.6% | +7.6% | -1.2% |
| 3Y | +71.4% | +25.4% | +46.0% | +56.2% |
| 5Y | +40.7% | +114.9% | -74.2% | +9.5% |
| All | +143.7% | +169.3% | -25.6% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling