+133.2%
XRT vs HRB
+221.6%
-88.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | +1.7% | -5.1% | +6.8% | +3.2% |
| 30D | +7.5% | +8.7% | -1.2% | +4.9% |
| 3M | +2.2% | -5.4% | +7.6% | +3.4% |
| 6M | +14.7% | +41.6% | -26.9% | +2.3% |
| YTD | +7.5% | +18.7% | -11.2% | -0.2% |
| 1Y | +14.1% | +16.4% | -2.3% | +6.4% |
| 3Y | +58.8% | +22.0% | +36.8% | +42.2% |
| 5Y | -3.9% | +141.2% | -145.1% | -32.8% |
| All | +133.2% | +221.6% | -88.4% | +40.7% |
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