+14.3%
A vs HRB
+140.6%
-126.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.8% |
| 7D | -0.5% | -5.1% | +4.6% | +0.3% |
| 30D | 0.0% | +8.7% | -8.7% | -1.6% |
| 3M | +16.7% | -5.4% | +22.1% | +17.4% |
| 6M | +54.8% | +41.6% | +13.3% | +43.8% |
| YTD | +28.8% | +18.7% | +10.1% | +24.0% |
| 1Y | +19.3% | +16.4% | +2.9% | +15.3% |
| 3Y | +65.5% | +22.0% | +43.6% | +55.0% |
| All | +14.3% | +140.6% | -126.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling