+397.7%
BAC vs HRB
+205.6%
+192.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.9% |
| 7D | +0.6% | -10.6% | +11.2% | +3.9% |
| 30D | -1.4% | -0.8% | -0.5% | -1.8% |
| 3M | +15.7% | +19.1% | -3.3% | +8.3% |
| 6M | +32.2% | +48.7% | -16.5% | +13.4% |
| YTD | +15.8% | +7.1% | +8.7% | +10.3% |
| 1Y | +27.3% | -8.3% | +35.6% | +27.4% |
| 3Y | +137.5% | +25.8% | +111.6% | +105.5% |
| 5Y | +73.1% | +111.1% | -38.0% | +18.3% |
| 10Y | +397.7% | +206.6% | +191.2% | +163.7% |
| All | +397.7% | +205.6% | +192.1% | +163.7% |
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 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