+211.9%
B vs HRB
+205.6%
+6.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.1% |
| 7D | +1.0% | -10.6% | +11.7% | +1.3% |
| 30D | +9.5% | -0.8% | +10.3% | +9.5% |
| 3M | +14.3% | +19.1% | -4.7% | +14.0% |
| 6M | -1.9% | +48.7% | -50.6% | -2.8% |
| YTD | +4.1% | +7.1% | -3.0% | +4.0% |
| 1Y | +56.1% | -8.3% | +64.4% | +56.8% |
| 3Y | +202.0% | +25.8% | +176.2% | +199.7% |
| 5Y | +158.8% | +111.1% | +47.7% | +153.8% |
| 10Y | +211.9% | +206.6% | +5.3% | +196.9% |
| All | +211.9% | +205.6% | +6.3% | +196.9% |
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 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