-3.8%
BAH vs HRB
+112.6%
-116.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.5% | +0.3% |
| 7D | -4.3% | -9.1% | +4.7% | -2.6% |
| 30D | -4.5% | +0.3% | -4.7% | -4.8% |
| 3M | -7.6% | +23.4% | -31.0% | -11.9% |
| 6M | -10.6% | +45.1% | -55.7% | -17.6% |
| YTD | -12.6% | +8.9% | -21.4% | -15.7% |
| 1Y | -27.0% | -7.9% | -19.1% | -27.8% |
| 3Y | -31.5% | +27.9% | -59.4% | -36.7% |
| 5Y | -3.8% | +108.3% | -112.1% | -13.1% |
| All | -3.8% | +112.6% | -116.4% | -13.1% |
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