-0.9%
BA vs HRB
+126.2%
-127.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.3% |
| 7D | +1.2% | -5.7% | +6.8% | +1.9% |
| 30D | -11.6% | +7.9% | -19.5% | -12.7% |
| 3M | -2.4% | +32.1% | -34.5% | -6.3% |
| 6M | -6.6% | +62.2% | -68.9% | -13.5% |
| YTD | -2.2% | +16.4% | -18.6% | -4.4% |
| 1Y | -8.0% | -0.3% | -7.7% | -7.5% |
| 3Y | -5.0% | +36.0% | -41.0% | -14.3% |
| All | -0.9% | +126.2% | -127.2% | -22.7% |
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