+1,477.5%
XLK vs HRB
+911.7%
+565.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +2.3% | -10.6% | +12.9% | +5.1% |
| 30D | +0.8% | -0.8% | +1.7% | +0.4% |
| 3M | +4.1% | +19.1% | -15.0% | -1.8% |
| 6M | +34.8% | +48.7% | -13.9% | +18.3% |
| YTD | +30.8% | +7.1% | +23.7% | +24.6% |
| 1Y | +42.4% | -8.3% | +50.7% | +40.7% |
| 3Y | +121.8% | +25.8% | +96.0% | +96.5% |
| 5Y | +146.6% | +111.1% | +35.5% | +84.7% |
| 10Y | +804.3% | +206.6% | +597.7% | +456.8% |
| All | +1,477.5% | +911.7% | +565.8% | +447.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling