+1,076.0%
BAH vs HRB
+634.6%
+441.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -2.6% | -7.8% | +5.2% | -1.1% |
| 30D | +20.4% | +15.7% | +4.6% | +17.1% |
| 3M | +11.9% | -5.5% | +17.4% | +12.8% |
| 6M | +17.1% | +41.1% | -24.0% | +9.6% |
| YTD | +5.5% | +20.4% | -14.8% | +0.8% |
| 1Y | +5.6% | +15.2% | -9.6% | +1.5% |
| 3Y | -26.5% | +24.3% | -50.8% | -31.1% |
| 5Y | +6.5% | +144.7% | -138.2% | -12.2% |
| 10Y | +203.0% | +227.8% | -24.8% | +123.7% |
| All | +1,076.0% | +634.6% | +441.4% | +638.6% |
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