+1,093.8%
BAC vs HRB
+3,493.2%
-2,399.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | -8.1% | +6.2% | +1.2% |
| 30D | -7.2% | +15.0% | -22.2% | -12.4% |
| 3M | -20.4% | +10.2% | -30.7% | -24.5% |
| 6M | +1.3% | +44.2% | -43.0% | -14.2% |
| YTD | -6.4% | +21.0% | -27.4% | -17.3% |
| 1Y | -3.5% | +12.0% | -15.5% | -12.3% |
| 3Y | +96.7% | +24.9% | +71.8% | +65.5% |
| 5Y | +20.6% | +144.6% | -124.0% | -25.9% |
| 10Y | +233.0% | +229.4% | +3.6% | +63.6% |
| All | +1,093.8% | +3,493.2% | -2,399.4% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling