+114.8%
ALL vs HRB
+112.6%
+2.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -1.3% |
| 7D | -1.7% | -9.1% | +7.3% | -0.2% |
| 30D | -4.7% | +0.3% | -4.9% | -5.1% |
| 3M | +18.4% | +23.4% | -5.0% | +13.4% |
| 6M | +20.5% | +45.1% | -24.6% | +12.0% |
| YTD | +23.5% | +8.9% | +14.7% | +21.5% |
| 1Y | +29.0% | -7.9% | +36.9% | +31.3% |
| 3Y | +153.7% | +27.9% | +125.8% | +137.0% |
| 5Y | +114.8% | +108.3% | +6.5% | +84.9% |
| All | +114.8% | +112.6% | +2.2% | +84.9% |
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