+135.9%
XLU vs HRB
+209.1%
-73.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.6% | -8.0% | +6.4% | -0.3% |
| 30D | -3.3% | -16.0% | +12.7% | -0.7% |
| 3M | -3.2% | +26.9% | -30.0% | -7.6% |
| 6M | -7.0% | +51.1% | -58.1% | -14.6% |
| YTD | +0.6% | +7.1% | -6.4% | -1.8% |
| 1Y | +2.4% | -9.6% | +12.1% | +3.1% |
| 3Y | +46.3% | +25.4% | +20.8% | +35.4% |
| 5Y | +44.0% | +114.9% | -70.9% | +16.7% |
| All | +135.9% | +209.1% | -73.3% | +66.2% |
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