+373.9%
BB vs HRB
+1,067.4%
-693.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | +9.0% | -7.8% | +16.7% | +11.4% |
| 30D | +7.7% | +15.7% | -8.1% | +2.5% |
| 3M | +4.0% | -5.5% | +9.5% | +4.6% |
| 6M | +46.6% | +41.1% | +5.5% | +28.2% |
| YTD | +140.6% | +20.4% | +120.3% | +117.5% |
| 1Y | +103.1% | +15.2% | +87.9% | +85.8% |
| 3Y | +150.5% | +24.3% | +126.2% | +115.7% |
| 5Y | -15.4% | +144.7% | -160.1% | -43.4% |
| 10Y | +25.4% | +227.8% | -202.3% | -30.8% |
| All | +373.9% | +1,067.4% | -693.5% | +17.4% |
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