+508.9%
XLP vs HRB
+999.6%
-490.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.1% |
| 7D | -1.0% | -5.7% | +4.6% | -0.1% |
| 30D | -0.9% | +7.9% | -8.8% | -2.4% |
| 3M | +3.8% | +32.1% | -28.3% | -1.3% |
| 6M | -1.7% | +62.2% | -64.0% | -10.4% |
| YTD | +10.3% | +16.4% | -6.1% | +5.9% |
| 1Y | +7.8% | -0.3% | +8.1% | +6.2% |
| 3Y | +27.2% | +36.0% | -8.8% | +17.3% |
| 5Y | +32.5% | +125.2% | -92.7% | +10.0% |
| 10Y | +101.8% | +237.7% | -135.9% | +47.6% |
| All | +508.9% | +999.6% | -490.6% | +225.3% |
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