+246.5%
BBY vs HRB
+209.1%
+37.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +2.9% |
| 7D | +0.6% | -8.0% | +8.6% | +3.1% |
| 30D | +9.4% | -16.0% | +25.4% | +14.9% |
| 3M | +19.3% | +26.9% | -7.5% | +9.7% |
| 6M | +47.9% | +51.1% | -3.2% | +26.9% |
| YTD | +39.6% | +7.1% | +32.5% | +33.3% |
| 1Y | +22.2% | -9.6% | +31.8% | +23.0% |
| 3Y | +45.0% | +25.4% | +19.6% | +27.3% |
| 5Y | +2.6% | +114.9% | -112.3% | -27.2% |
| All | +246.5% | +209.1% | +37.4% | +101.4% |
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 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