+119.9%
XRT vs HRB
+207.5%
-87.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -3.6% | -12.2% | +8.6% | -0.1% |
| 30D | -6.7% | -3.0% | -3.7% | -6.5% |
| 3M | -1.4% | +21.7% | -23.1% | -7.8% |
| 6M | +1.7% | +52.3% | -50.6% | -12.3% |
| YTD | -1.5% | +6.5% | -8.0% | -5.6% |
| 1Y | -2.5% | -6.7% | +4.2% | -2.8% |
| 3Y | +39.9% | +25.1% | +14.8% | +23.6% |
| 5Y | -2.6% | +113.8% | -116.4% | -29.5% |
| All | +119.9% | +207.5% | -87.6% | +32.0% |
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