+3,716.0%
ALL vs HRB
+1,464.3%
+2,251.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.6% | -0.2% |
| 7D | 0.0% | -5.7% | +5.7% | +1.7% |
| 30D | -1.5% | +7.9% | -9.4% | -4.3% |
| 3M | +23.6% | +32.1% | -8.5% | +13.0% |
| 6M | +22.3% | +62.2% | -39.9% | +3.9% |
| YTD | +26.5% | +16.4% | +10.1% | +17.7% |
| 1Y | +27.0% | -0.3% | +27.3% | +23.3% |
| 3Y | +149.6% | +36.0% | +113.5% | +116.2% |
| 5Y | +118.1% | +125.2% | -7.1% | +57.4% |
| 10Y | +369.0% | +237.7% | +131.3% | +173.9% |
| All | +3,716.0% | +1,464.3% | +2,251.7% | +1,137.7% |
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