+1,024.7%
XLE vs HRB
+999.6%
+25.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.2% |
| 7D | +2.2% | -5.7% | +7.9% | +3.8% |
| 30D | +11.8% | +7.9% | +3.9% | +8.9% |
| 3M | +9.8% | +32.1% | -22.3% | +0.8% |
| 6M | +15.6% | +62.2% | -46.7% | -1.0% |
| YTD | +45.3% | +16.4% | +28.9% | +35.4% |
| 1Y | +48.3% | -0.3% | +48.6% | +43.9% |
| 3Y | +55.4% | +36.0% | +19.4% | +34.7% |
| 5Y | +216.1% | +125.2% | +90.9% | +129.4% |
| 10Y | +178.4% | +237.7% | -59.3% | +67.3% |
| All | +1,024.7% | +999.6% | +25.1% | +373.8% |
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 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