+253.9%
XLI vs HRB
+209.1%
+44.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | -1.7% | -8.0% | +6.4% | +0.2% |
| 30D | -7.3% | -16.0% | +8.7% | -3.7% |
| 3M | -1.3% | +26.9% | -28.2% | -7.7% |
| 6M | +2.2% | +51.1% | -48.9% | -9.6% |
| YTD | +11.7% | +7.1% | +4.7% | +7.6% |
| 1Y | +14.3% | -9.6% | +23.9% | +15.0% |
| 3Y | +70.3% | +25.4% | +44.9% | +52.5% |
| 5Y | +82.3% | +114.9% | -32.6% | +35.4% |
| All | +253.9% | +209.1% | +44.8% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling