+181.3%
XLE vs HRB
+205.6%
-24.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.2% |
| 7D | +0.3% | -10.6% | +10.9% | +2.9% |
| 30D | +8.5% | -0.8% | +9.3% | +8.0% |
| 3M | +14.6% | +19.1% | -4.4% | +8.6% |
| 6M | +17.6% | +48.7% | -31.1% | +4.0% |
| YTD | +48.1% | +7.1% | +41.0% | +42.4% |
| 1Y | +53.8% | -8.3% | +62.1% | +53.9% |
| 3Y | +56.2% | +25.8% | +30.4% | +38.4% |
| 5Y | +227.7% | +111.1% | +116.6% | +137.7% |
| 10Y | +181.3% | +206.6% | -25.3% | +70.9% |
| All | +181.3% | +205.6% | -24.3% | +70.9% |
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