-10.7%
BDX vs HRB
+25.2%
-35.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -5.4% | -12.2% | +6.8% | -3.7% |
| 30D | -2.2% | -3.0% | +0.8% | -1.9% |
| 3M | +20.1% | +21.7% | -1.6% | +17.0% |
| 6M | +9.1% | +52.3% | -43.3% | +3.4% |
| YTD | +17.9% | +6.5% | +11.4% | +15.9% |
| 1Y | +22.1% | -6.7% | +28.7% | +21.7% |
| All | -10.7% | +25.2% | -35.9% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling