+448.5%
XYL vs HRB
+442.4%
+6.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.5% | +9.4% | +4.5% |
| 7D | +1.8% | -9.1% | +10.9% | +4.0% |
| 30D | -9.2% | +0.3% | -9.5% | -9.8% |
| 3M | -0.3% | +23.4% | -23.7% | -6.0% |
| 6M | -11.0% | +45.1% | -56.1% | -20.5% |
| YTD | -19.2% | +8.9% | -28.1% | -22.5% |
| 1Y | -21.2% | -7.9% | -13.3% | -21.2% |
| 3Y | +18.6% | +27.9% | -9.3% | +6.1% |
| 5Y | -14.3% | +108.3% | -122.6% | -34.4% |
| 10Y | +141.0% | +208.4% | -67.4% | +53.8% |
| All | +448.5% | +442.4% | +6.1% | +193.2% |
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