-66.9%
BAX vs HRB
+112.6%
-179.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.7% | -2.7% |
| 7D | -2.4% | -9.1% | +6.6% | -0.9% |
| 30D | -9.7% | +0.3% | -10.0% | -10.1% |
| 3M | +29.3% | +23.4% | +5.9% | +23.8% |
| 6M | +40.7% | +45.1% | -4.5% | +30.2% |
| YTD | +30.3% | +8.9% | +21.4% | +26.3% |
| 1Y | +3.4% | -7.9% | +11.3% | +3.0% |
| 3Y | -32.0% | +27.9% | -60.0% | -35.9% |
| 5Y | -66.9% | +108.3% | -175.2% | -69.6% |
| All | -66.9% | +112.6% | -179.5% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling