+998.7%
XLE vs HRB
+1,042.8%
-44.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.7% | -4.0% | -2.7% | -5.8% |
| 30D | -4.4% | +15.8% | -20.2% | -8.4% |
| 3M | +4.0% | +12.0% | -8.0% | -0.2% |
| 6M | +13.2% | +40.7% | -27.6% | +1.4% |
| YTD | +41.9% | +21.0% | +20.9% | +30.3% |
| 1Y | +41.6% | +11.7% | +30.0% | +32.8% |
| 3Y | +64.0% | +25.0% | +39.0% | +45.3% |
| 5Y | +158.1% | +141.0% | +17.1% | +83.2% |
| 10Y | +163.9% | +241.3% | -77.3% | +57.5% |
| All | +998.7% | +1,042.8% | -44.1% | +355.7% |
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