+106.4%
XLRE vs HRB
+96.4%
+9.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.7% |
| 7D | -2.7% | -12.2% | +9.5% | -0.2% |
| 30D | -2.3% | -3.0% | +0.6% | -2.1% |
| 3M | -3.5% | +21.7% | -25.2% | -7.9% |
| 6M | +1.9% | +52.3% | -50.5% | -8.2% |
| YTD | +8.3% | +6.5% | +1.9% | +5.2% |
| 1Y | +6.4% | -6.7% | +13.1% | +6.3% |
| 3Y | +30.2% | +25.1% | +5.1% | +19.4% |
| 5Y | +8.6% | +113.8% | -105.2% | -13.6% |
| 10Y | +87.4% | +204.8% | -117.4% | +30.6% |
| All | +106.4% | +96.4% | +9.9% | +52.8% |
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