+1,081.2%
BAH vs HRB
+638.3%
+442.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.5% | -4.0% | +4.5% | +1.2% |
| 30D | +18.2% | +15.8% | +2.5% | +15.1% |
| 3M | +13.1% | +12.0% | +1.0% | +10.4% |
| 6M | +15.2% | +40.7% | -25.6% | +7.8% |
| YTD | +6.0% | +21.0% | -15.0% | +1.1% |
| 1Y | +3.1% | +11.7% | -8.5% | -0.4% |
| 3Y | -26.2% | +25.0% | -51.2% | -30.9% |
| 5Y | +9.3% | +141.0% | -131.7% | -9.6% |
| 10Y | +212.3% | +241.3% | -29.0% | +128.8% |
| All | +1,081.2% | +638.3% | +442.9% | +641.2% |
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