+35.5%
XLV vs HRB
+114.1%
-78.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -3.6% | -8.0% | +4.5% | -2.6% |
| 30D | -1.8% | -16.0% | +14.1% | +0.1% |
| 3M | +7.8% | +26.9% | -19.1% | +4.6% |
| 6M | +9.1% | +51.1% | -42.0% | +3.2% |
| YTD | +7.7% | +7.1% | +0.7% | +6.9% |
| 1Y | +20.4% | -9.6% | +30.0% | +22.6% |
| 3Y | +30.8% | +25.4% | +5.4% | +24.8% |
| All | +35.5% | +114.1% | -78.6% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling