+68.7%
XLC vs HRB
+25.9%
+42.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -1.4% | -10.6% | +9.2% | -0.5% |
| 30D | -0.9% | -0.8% | -0.1% | -1.0% |
| 3M | -0.3% | +19.1% | -19.4% | -2.1% |
| 6M | -5.2% | +48.7% | -53.9% | -8.9% |
| YTD | -5.3% | +7.1% | -12.4% | -5.4% |
| 1Y | -2.8% | -8.3% | +5.5% | -1.2% |
| All | +68.7% | +25.9% | +42.7% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling