+148.7%
XLK vs HRB
+114.1%
+34.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +0.2% | -8.0% | +8.2% | +1.0% |
| 30D | -0.6% | -16.0% | +15.3% | +0.9% |
| 3M | +2.6% | +26.9% | -24.3% | -0.7% |
| 6M | +34.0% | +51.1% | -17.2% | +25.8% |
| YTD | +30.7% | +7.1% | +23.6% | +29.8% |
| 1Y | +39.2% | -9.6% | +48.8% | +42.2% |
| 3Y | +120.4% | +25.4% | +95.0% | +104.6% |
| All | +148.7% | +114.1% | +34.7% | +111.2% |
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