+788.5%
XLK vs HRB
+209.1%
+579.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +0.2% | -8.0% | +8.2% | +1.6% |
| 30D | -0.6% | -16.0% | +15.3% | +2.3% |
| 3M | +2.6% | +26.9% | -24.3% | -2.8% |
| 6M | +34.0% | +51.1% | -17.2% | +21.4% |
| YTD | +30.7% | +7.1% | +23.6% | +26.9% |
| 1Y | +39.2% | -9.6% | +48.8% | +39.8% |
| 3Y | +120.4% | +25.4% | +95.0% | +101.1% |
| 5Y | +148.8% | +114.9% | +33.9% | +97.1% |
| All | +788.5% | +209.1% | +579.3% | +525.5% |
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