+513.3%
XRT vs HRB
+326.0%
+187.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +2.3% |
| 7D | +0.8% | -5.7% | +6.5% | +2.7% |
| 30D | -4.2% | +7.9% | -12.1% | -7.4% |
| 3M | +5.1% | +32.1% | -27.0% | -5.7% |
| 6M | +2.4% | +62.2% | -59.8% | -16.0% |
| YTD | +3.2% | +16.4% | -13.2% | -5.5% |
| 1Y | +1.5% | -0.3% | +1.8% | -2.1% |
| 3Y | +40.6% | +36.0% | +4.5% | +17.9% |
| 5Y | -1.0% | +125.2% | -126.2% | -33.0% |
| 10Y | +128.4% | +237.7% | -109.2% | +19.0% |
| All | +513.3% | +326.0% | +187.3% | +152.2% |
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