+3,631.0%
ALL vs HRB
+1,525.5%
+2,105.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.5% |
| 7D | -3.9% | -2.4% | -1.4% | -3.2% |
| 30D | +10.6% | +15.7% | -5.1% | +6.0% |
| 3M | -4.6% | +11.4% | -15.9% | -8.3% |
| 6M | +20.2% | +40.7% | -20.5% | +7.6% |
| YTD | +23.7% | +21.0% | +2.7% | +13.6% |
| 1Y | +27.9% | +7.2% | +20.6% | +21.5% |
| 3Y | +109.2% | +29.2% | +80.0% | +84.0% |
| 5Y | +148.0% | +142.3% | +5.7% | +75.2% |
| 10Y | +363.8% | +253.1% | +110.7% | +167.1% |
| All | +3,631.0% | +1,525.5% | +2,105.5% | +1,094.9% |
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 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