+65.1%
XLE vs HRB
+33.7%
+31.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +0.6% |
| 7D | -7.9% | -2.4% | -5.5% | -7.8% |
| 30D | -4.8% | +15.7% | -20.6% | -5.5% |
| 3M | +8.4% | +11.4% | -3.0% | +7.6% |
| 6M | +12.7% | +40.7% | -28.1% | +10.4% |
| YTD | +41.3% | +21.0% | +20.3% | +41.0% |
| 1Y | +42.3% | +7.2% | +35.1% | +43.6% |
| 3Y | +65.1% | +29.2% | +35.9% | +58.8% |
| All | +65.1% | +33.7% | +31.4% | +58.8% |
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