+14.9%
XYL vs HRB
+25.9%
-11.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +1.2% | -8.0% | +9.2% | +1.9% |
| 30D | -11.9% | -16.0% | +4.0% | -10.6% |
| 3M | -1.5% | +26.9% | -28.4% | -3.8% |
| 6M | -11.9% | +51.1% | -63.0% | -15.6% |
| YTD | -20.6% | +7.1% | -27.6% | -19.7% |
| 1Y | -23.5% | -9.6% | -13.9% | -20.6% |
| 3Y | +14.9% | +25.4% | -10.6% | +7.9% |
| All | +14.9% | +25.9% | -11.0% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling