+148.0%
ALL vs HRB
+142.1%
+5.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.2% |
| 7D | -3.9% | -2.4% | -1.4% | -3.4% |
| 30D | +10.6% | +15.7% | -5.1% | +7.8% |
| 3M | -4.6% | +11.4% | -15.9% | -6.7% |
| 6M | +20.2% | +40.7% | -20.5% | +12.5% |
| YTD | +23.7% | +21.0% | +2.7% | +19.5% |
| 1Y | +27.9% | +7.2% | +20.6% | +26.7% |
| 3Y | +109.2% | +29.2% | +80.0% | +96.3% |
| 5Y | +148.0% | +142.3% | +5.7% | +108.3% |
| All | +148.0% | +142.1% | +5.8% | +108.3% |
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