-36.9%
BAX vs HRB
+205.6%
-242.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | -5.1% | -10.6% | +5.5% | -3.3% |
| 30D | -12.2% | -0.8% | -11.3% | -12.3% |
| 3M | +21.8% | +19.1% | +2.8% | +17.6% |
| 6M | +36.3% | +48.7% | -12.4% | +25.9% |
| YTD | +27.8% | +7.1% | +20.7% | +24.5% |
| 1Y | -0.1% | -8.3% | +8.3% | -0.1% |
| 3Y | -33.3% | +25.8% | -59.2% | -37.2% |
| 5Y | -67.1% | +111.1% | -178.2% | -71.8% |
| 10Y | -36.9% | +206.6% | -243.5% | -52.9% |
| All | -36.9% | +205.6% | -242.5% | -52.9% |
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