+222.7%
B vs HRB
+243.1%
-20.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.7% | -8.1% | +5.4% | -2.5% |
| 30D | -4.3% | +15.0% | -19.4% | -4.6% |
| 3M | -2.3% | +10.2% | -12.5% | -2.5% |
| 6M | -16.2% | +44.2% | -60.5% | -16.9% |
| YTD | -8.8% | +21.0% | -29.8% | -9.1% |
| 1Y | +11.4% | +12.0% | -0.6% | +11.3% |
| 3Y | +174.3% | +24.9% | +149.4% | +172.4% |
| 5Y | +116.2% | +144.6% | -28.4% | +110.7% |
| 10Y | +222.7% | +229.4% | -6.7% | +222.3% |
| All | +222.7% | +243.1% | -20.3% | +222.3% |
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