-2.4%
BAC vs HRB
+15.2%
-17.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +1.5% | -7.8% | +9.3% | +1.8% |
| 30D | -6.4% | +15.7% | -22.1% | -6.9% |
| 3M | -21.7% | -5.5% | -16.2% | -21.4% |
| 6M | +0.5% | +41.1% | -40.6% | -1.1% |
| YTD | -6.7% | +20.4% | -27.1% | -3.1% |
| All | -2.4% | +15.2% | -17.6% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling