+64.3%
XLF vs HRB
+114.1%
-49.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | -1.5% | -8.0% | +6.6% | -0.1% |
| 30D | -1.2% | -16.0% | +14.8% | +1.7% |
| 3M | +9.2% | +26.9% | -17.7% | +4.0% |
| 6M | +16.3% | +51.1% | -34.8% | +6.5% |
| YTD | +5.4% | +7.1% | -1.6% | +3.6% |
| 1Y | +7.6% | -9.6% | +17.2% | +9.5% |
| 3Y | +74.2% | +25.4% | +48.8% | +61.1% |
| All | +64.3% | +114.1% | -49.8% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling