+54.7%
XLE vs HRB
+38.9%
+15.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.7% |
| 7D | +2.2% | -5.7% | +7.9% | +2.5% |
| 30D | +11.8% | +7.9% | +3.9% | +11.2% |
| 3M | +9.8% | +32.1% | -22.3% | +7.9% |
| 6M | +15.6% | +62.2% | -46.7% | +12.1% |
| YTD | +45.3% | +16.4% | +28.9% | +45.2% |
| 1Y | +48.3% | -0.3% | +48.6% | +50.6% |
| All | +54.7% | +38.9% | +15.8% | +44.6% |
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