+72.9%
BAC vs HRB
+112.6%
-39.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.6% |
| 7D | +1.2% | -9.1% | +10.2% | +2.7% |
| 30D | -0.7% | +0.3% | -1.0% | -1.1% |
| 3M | +16.9% | +23.4% | -6.5% | +12.0% |
| 6M | +29.6% | +45.1% | -15.5% | +19.7% |
| YTD | +15.3% | +8.9% | +6.4% | +13.1% |
| 1Y | +28.8% | -7.9% | +36.7% | +31.0% |
| 3Y | +136.4% | +27.9% | +108.5% | +116.2% |
| 5Y | +72.9% | +108.3% | -35.4% | +42.4% |
| All | +72.9% | +112.6% | -39.7% | +42.4% |
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