+80.4%
XLI vs HRB
+109.9%
-29.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -2.3% | -12.2% | +9.9% | -0.8% |
| 30D | -8.2% | -3.0% | -5.2% | -8.1% |
| 3M | +0.8% | +21.7% | -20.9% | -2.3% |
| 6M | +0.8% | +52.3% | -51.5% | -6.0% |
| YTD | +10.5% | +6.5% | +4.0% | +9.9% |
| 1Y | +14.1% | -6.7% | +20.8% | +16.3% |
| 3Y | +68.6% | +25.1% | +43.5% | +57.4% |
| 5Y | +80.4% | +113.8% | -33.4% | +51.8% |
| All | +80.4% | +109.9% | -29.5% | +51.8% |
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 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