-22.1%
BA vs HRB
+145.8%
-167.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.1% |
| 7D | +1.1% | +2.7% | -1.6% | +0.7% |
| 30D | -7.9% | +22.1% | -30.0% | -10.3% |
| 3M | -25.3% | +15.7% | -41.0% | -26.9% |
| 6M | -24.6% | +83.3% | -107.9% | -31.1% |
| YTD | -20.1% | +25.0% | -45.2% | -22.6% |
| 1Y | -11.8% | +6.9% | -18.7% | -12.0% |
| 3Y | -10.1% | +39.0% | -49.2% | -18.4% |
| All | -22.1% | +145.8% | -167.9% | -40.4% |
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