+20.7%
XLK vs HRB
+16.9%
+3.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | +0.5% |
| 7D | -7.6% | +16.0% | -23.6% | -6.1% |
| 30D | -12.2% | +32.1% | -44.2% | -9.7% |
| 3M | -5.5% | +21.5% | -27.0% | -3.3% |
| 6M | +9.2% | +82.1% | -72.9% | +14.1% |
| YTD | +23.0% | +31.6% | -8.6% | +26.3% |
| 1Y | +20.7% | +15.9% | +4.8% | +21.7% |
| All | +20.7% | +16.9% | +3.8% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling