+142.5%
XLC vs HRB
+192.8%
-50.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.4% |
| 7D | -0.8% | -5.7% | +4.8% | +0.3% |
| 30D | +1.0% | +7.9% | -6.9% | -0.9% |
| 3M | -0.7% | +32.1% | -32.8% | -6.8% |
| 6M | -5.1% | +62.2% | -67.4% | -15.4% |
| YTD | -4.3% | +16.4% | -20.7% | -8.4% |
| 1Y | -0.6% | -0.3% | -0.3% | -1.7% |
| 3Y | +72.7% | +36.0% | +36.7% | +54.9% |
| 5Y | +38.0% | +125.2% | -87.2% | +6.7% |
| All | +142.5% | +192.8% | -50.4% | +65.5% |
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 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