+1,106.7%
XLY vs HRB
+911.3%
+195.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -1.7% | -8.0% | +6.3% | +0.5% |
| 30D | -4.2% | -16.0% | +11.8% | +0.3% |
| 3M | -2.7% | +26.9% | -29.5% | -9.8% |
| 6M | -0.6% | +51.1% | -51.8% | -13.6% |
| YTD | -5.0% | +7.1% | -12.1% | -9.5% |
| 1Y | -4.1% | -9.6% | +5.5% | -4.4% |
| 3Y | +33.6% | +25.4% | +8.2% | +18.4% |
| 5Y | +28.7% | +114.9% | -86.2% | -4.8% |
| 10Y | +219.6% | +206.4% | +13.2% | +93.7% |
| All | +1,106.7% | +911.3% | +195.5% | +339.8% |
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