+631.5%
XLU vs HRB
+911.3%
-279.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.6% | -8.0% | +6.4% | -0.1% |
| 30D | -3.3% | -16.0% | +12.7% | -0.3% |
| 3M | -3.2% | +26.9% | -30.0% | -8.1% |
| 6M | -7.0% | +51.1% | -58.1% | -15.5% |
| YTD | +0.6% | +7.1% | -6.4% | -2.6% |
| 1Y | +2.4% | -9.6% | +12.1% | +2.3% |
| 3Y | +46.3% | +25.4% | +20.8% | +34.6% |
| 5Y | +44.0% | +114.9% | -70.9% | +16.5% |
| 10Y | +140.1% | +206.4% | -66.4% | +69.1% |
| All | +631.5% | +911.3% | -279.8% | +259.2% |
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 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