-34.4%
BAX vs HRB
+243.1%
-277.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.6% | -8.1% | +7.5% | +0.8% |
| 30D | +6.3% | +15.0% | -8.7% | +3.7% |
| 3M | -4.6% | +10.2% | -14.8% | -6.6% |
| 6M | +50.4% | +44.2% | +6.2% | +40.2% |
| YTD | +38.0% | +21.0% | +17.1% | +31.5% |
| 1Y | +44.6% | +12.0% | +32.6% | +39.5% |
| 3Y | -15.1% | +24.9% | -40.1% | -20.1% |
| 5Y | -63.3% | +144.6% | -207.9% | -69.3% |
| 10Y | -34.4% | +229.4% | -263.8% | -49.2% |
| All | -34.4% | +243.1% | -277.5% | -49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling