+883.7%
BAH vs HRB
+610.4%
+273.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.7% |
| 7D | -3.2% | -5.7% | +2.4% | -2.2% |
| 30D | +2.0% | +7.9% | -5.9% | +0.3% |
| 3M | -7.6% | +32.1% | -39.8% | -12.5% |
| 6M | -5.7% | +62.2% | -67.9% | -14.2% |
| YTD | -11.7% | +16.4% | -28.1% | -15.1% |
| 1Y | -27.4% | -0.3% | -27.1% | -28.5% |
| 3Y | -32.5% | +36.0% | -68.6% | -37.7% |
| 5Y | -3.3% | +125.2% | -128.5% | -19.1% |
| 10Y | +186.0% | +237.7% | -51.7% | +109.8% |
| All | +883.7% | +610.4% | +273.3% | +522.2% |
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