+898.2%
BAX vs HRB
+3,493.9%
-2,595.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.6% | -4.0% | +7.7% | +4.5% |
| 30D | +8.5% | +15.8% | -7.3% | +5.2% |
| 3M | -4.9% | +12.0% | -16.9% | -7.7% |
| 6M | +47.0% | +40.7% | +6.2% | +35.9% |
| YTD | +38.4% | +21.0% | +17.5% | +30.7% |
| 1Y | +49.1% | +11.7% | +37.5% | +43.0% |
| 3Y | -14.9% | +25.0% | -39.8% | -21.0% |
| 5Y | -63.1% | +141.0% | -204.1% | -70.6% |
| 10Y | -35.6% | +241.3% | -276.9% | -55.6% |
| All | +898.2% | +3,493.9% | -2,595.7% | +184.9% |
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 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