+233.0%
BAC vs HRB
+243.1%
-10.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | -8.1% | +6.2% | +0.6% |
| 30D | -7.2% | +15.0% | -22.2% | -11.3% |
| 3M | -20.4% | +10.2% | -30.7% | -23.6% |
| 6M | +1.3% | +44.2% | -43.0% | -11.2% |
| YTD | -6.4% | +21.0% | -27.4% | -14.4% |
| 1Y | -3.5% | +12.0% | -15.5% | -9.5% |
| 3Y | +96.7% | +24.9% | +71.8% | +71.7% |
| 5Y | +20.6% | +144.6% | -124.0% | -21.6% |
| 10Y | +233.0% | +229.4% | +3.6% | +75.9% |
| All | +233.0% | +243.1% | -10.0% | +75.9% |
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