+54.3%
AR vs HRB
+221.6%
-167.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | +7.4% | -5.1% | +12.5% | +9.1% |
| 30D | +5.8% | +8.7% | -2.9% | +2.6% |
| 3M | +5.2% | -5.4% | +10.6% | +6.2% |
| 6M | +5.4% | +41.6% | -36.1% | -7.8% |
| YTD | +12.4% | +18.7% | -6.2% | +2.7% |
| 1Y | +12.8% | +16.4% | -3.6% | +3.6% |
| 3Y | +47.2% | +22.0% | +25.2% | +27.3% |
| 5Y | +101.1% | +141.2% | -40.1% | +25.7% |
| All | +54.3% | +221.6% | -167.2% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling