+552.8%
XLP vs HRB
+1,081.0%
-528.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.6% |
| 7D | +0.7% | +2.7% | -2.0% | +0.3% |
| 30D | +10.3% | +22.1% | -11.8% | +6.6% |
| 3M | +6.5% | +15.7% | -9.2% | +3.5% |
| 6M | +8.4% | +83.3% | -75.0% | -3.1% |
| YTD | +18.2% | +25.0% | -6.8% | +12.1% |
| 1Y | +22.4% | +6.9% | +15.5% | +19.1% |
| 3Y | +41.9% | +39.0% | +2.9% | +30.3% |
| 5Y | +40.9% | +146.4% | -105.5% | +15.1% |
| 10Y | +128.4% | +254.4% | -126.1% | +65.6% |
| All | +552.8% | +1,081.0% | -528.1% | +244.1% |
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