+128.8%
XLP vs HRB
+246.2%
-117.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.4% |
| 7D | +0.1% | -2.4% | +2.5% | +0.4% |
| 30D | +8.9% | +15.7% | -6.8% | +6.5% |
| 3M | +7.5% | +11.4% | -3.9% | +5.3% |
| 6M | +9.4% | +40.7% | -31.3% | +3.3% |
| YTD | +19.3% | +21.0% | -1.7% | +14.6% |
| 1Y | +21.7% | +7.2% | +14.5% | +19.3% |
| 3Y | +44.0% | +29.2% | +14.8% | +34.9% |
| 5Y | +42.8% | +142.3% | -99.6% | +17.7% |
| 10Y | +128.8% | +253.1% | -124.3% | +73.2% |
| All | +128.8% | +246.2% | -117.5% | +73.2% |
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 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