-16.1%
BA vs HRB
+24.3%
-40.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -0.6% | -7.8% | +7.2% | -0.2% |
| 30D | -8.0% | +15.7% | -23.8% | -8.4% |
| 3M | -25.8% | -5.5% | -20.3% | -25.9% |
| 6M | -27.6% | +41.1% | -68.7% | -28.2% |
| YTD | -21.0% | +20.4% | -41.4% | -21.3% |
| 1Y | -12.3% | +15.2% | -27.5% | -12.4% |
| All | -16.1% | +24.3% | -40.4% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling