+803.7%
B vs HRB
+3,357.9%
-2,554.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -2.0% |
| 7D | -1.6% | -5.7% | +4.1% | -1.4% |
| 30D | +9.4% | +7.9% | +1.5% | +9.1% |
| 3M | +5.0% | +32.1% | -27.1% | +3.7% |
| 6M | -3.5% | +62.2% | -65.8% | -5.8% |
| YTD | +4.5% | +16.4% | -11.9% | +3.5% |
| 1Y | +67.8% | -0.3% | +68.0% | +67.2% |
| 3Y | +196.7% | +36.0% | +160.7% | +190.7% |
| 5Y | +151.9% | +125.2% | +26.7% | +140.4% |
| 10Y | +202.2% | +237.7% | -35.5% | +178.4% |
| All | +803.7% | +3,357.9% | -2,554.2% | +953.3% |
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 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