+1,376.8%
BAC vs HRB
+3,357.9%
-1,981.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +1.5% |
| 7D | +1.1% | -5.7% | +6.8% | +3.3% |
| 30D | -0.4% | +7.9% | -8.3% | -4.0% |
| 3M | +16.9% | +32.1% | -15.2% | +3.4% |
| 6M | +26.6% | +62.2% | -35.6% | +1.1% |
| YTD | +15.8% | +16.4% | -0.6% | +4.6% |
| 1Y | +27.2% | -0.3% | +27.4% | +21.4% |
| 3Y | +132.4% | +36.0% | +96.4% | +89.8% |
| 5Y | +72.6% | +125.2% | -52.6% | +10.0% |
| 10Y | +389.7% | +237.7% | +152.1% | +139.0% |
| All | +1,376.8% | +3,357.9% | -1,981.1% | +144.8% |
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