+42.8%
XLP vs HRB
+24.3%
+18.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -0.2% | -7.8% | +7.6% | +0.5% |
| 30D | +8.2% | +15.7% | -7.6% | +6.8% |
| 3M | +7.7% | -5.5% | +13.2% | +8.0% |
| 6M | +9.3% | +41.1% | -31.8% | +6.3% |
| YTD | +19.5% | +20.4% | -0.9% | +19.3% |
| 1Y | +21.0% | +15.2% | +5.8% | +21.5% |
| All | +42.8% | +24.3% | +18.5% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling