+875.2%
BAX vs HRB
+3,424.8%
-2,549.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +0.1% | -5.1% | +5.2% | +1.1% |
| 30D | +4.1% | +8.7% | -4.6% | +2.2% |
| 3M | -4.5% | -5.4% | +0.8% | -3.8% |
| 6M | +49.2% | +41.6% | +7.7% | +37.7% |
| YTD | +35.2% | +18.7% | +16.6% | +28.2% |
| 1Y | +38.3% | +16.4% | +21.8% | +31.6% |
| 3Y | -19.0% | +22.0% | -41.0% | -24.5% |
| 5Y | -64.2% | +141.2% | -205.4% | -71.5% |
| 10Y | -35.7% | +223.1% | -258.9% | -55.1% |
| All | +875.2% | +3,424.8% | -2,549.7% | +179.4% |
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