+176.5%
XLE vs HRB
+226.2%
-49.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +4.4% | -7.8% | +12.2% | +6.3% |
| 30D | -4.3% | +15.7% | -20.0% | -7.9% |
| 3M | +6.0% | -5.5% | +11.5% | +6.8% |
| 6M | +13.2% | +41.1% | -27.9% | +2.3% |
| YTD | +46.7% | +20.4% | +26.4% | +36.6% |
| 1Y | +46.6% | +15.2% | +31.4% | +38.1% |
| 3Y | +69.6% | +24.3% | +45.2% | +51.6% |
| 5Y | +166.5% | +144.7% | +21.8% | +85.2% |
| All | +176.5% | +226.2% | -49.8% | +68.4% |
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