+98.1%
AR vs HRB
+144.6%
-46.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.5% | +4.8% |
| 7D | -5.8% | -4.0% | -1.7% | -5.3% |
| 30D | +4.8% | +15.8% | -10.9% | +2.3% |
| 3M | +1.5% | +12.0% | -10.5% | -0.8% |
| 6M | +4.7% | +40.7% | -36.0% | -1.7% |
| YTD | +9.2% | +21.0% | -11.8% | +5.1% |
| 1Y | +11.2% | +11.7% | -0.5% | +8.8% |
| 3Y | +46.2% | +25.0% | +21.3% | +35.4% |
| 5Y | +98.1% | +141.0% | -43.0% | +50.0% |
| All | +98.1% | +144.6% | -46.5% | +50.0% |
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