+136.0%
XLC vs HRB
+198.5%
-62.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | +3.7% | -5.1% | +8.8% | +4.8% |
| 30D | -1.9% | +8.7% | -10.6% | -3.7% |
| 3M | -3.1% | -5.4% | +2.3% | -2.4% |
| 6M | -6.4% | +41.6% | -47.9% | -13.7% |
| YTD | -6.8% | +18.7% | -25.5% | -11.5% |
| 1Y | -1.7% | +16.4% | -18.1% | -6.3% |
| 3Y | +64.7% | +22.0% | +42.7% | +51.7% |
| 5Y | +41.1% | +141.2% | -100.1% | +7.1% |
| All | +136.0% | +198.5% | -62.5% | +59.9% |
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