-31.5%
BAH vs HRB
+28.7%
-60.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.5% | +0.5% |
| 7D | -4.3% | -9.1% | +4.7% | -2.4% |
| 30D | -4.5% | +0.3% | -4.7% | -4.9% |
| 3M | -7.6% | +23.4% | -31.0% | -12.5% |
| 6M | -10.6% | +45.1% | -55.7% | -18.4% |
| YTD | -12.6% | +8.9% | -21.4% | -16.6% |
| 1Y | -27.0% | -7.9% | -19.1% | -28.6% |
| 3Y | -31.5% | +27.9% | -59.4% | -36.4% |
| All | -31.5% | +28.7% | -60.2% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling