+565.2%
A vs HRB
+873.6%
-308.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +1.0% |
| 7D | -0.5% | -5.1% | +4.6% | +1.1% |
| 30D | 0.0% | +8.7% | -8.7% | -2.9% |
| 3M | +16.7% | -5.4% | +22.1% | +17.7% |
| 6M | +54.8% | +41.6% | +13.3% | +36.2% |
| YTD | +28.8% | +18.7% | +10.1% | +17.6% |
| 1Y | +19.3% | +16.4% | +2.9% | +9.4% |
| 3Y | +65.5% | +22.0% | +43.6% | +46.2% |
| 5Y | +12.1% | +141.2% | -129.2% | -23.3% |
| 10Y | +305.4% | +223.1% | +82.2% | +121.4% |
| All | +565.2% | +873.6% | -308.4% | +107.5% |
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