+476.0%
A vs HRB
+855.1%
-379.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.8% |
| 7D | -1.9% | -5.7% | +3.7% | -0.2% |
| 30D | +6.9% | +7.9% | -1.0% | +3.7% |
| 3M | +9.2% | +32.1% | -22.9% | -0.9% |
| 6M | +25.7% | +62.2% | -36.6% | +5.2% |
| YTD | +11.5% | +16.4% | -4.9% | +3.1% |
| 1Y | +18.4% | -0.3% | +18.6% | +14.6% |
| 3Y | +26.6% | +36.0% | -9.4% | +8.4% |
| 5Y | -12.8% | +125.2% | -138.0% | -38.7% |
| 10Y | +247.2% | +237.7% | +9.5% | +87.3% |
| All | +476.0% | +855.1% | -379.1% | +82.0% |
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