+5,143.0%
BDX vs HRB
+3,134.5%
+2,008.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -2.0% |
| 7D | -4.3% | -9.1% | +4.8% | -2.8% |
| 30D | +1.3% | +0.3% | +1.0% | +1.0% |
| 3M | +20.2% | +23.4% | -3.1% | +16.0% |
| 6M | +8.6% | +45.1% | -36.5% | +1.6% |
| YTD | +19.0% | +8.9% | +10.1% | +16.0% |
| 1Y | +21.2% | -7.9% | +29.1% | +21.2% |
| 3Y | -9.7% | +27.9% | -37.6% | -15.4% |
| 5Y | -3.4% | +108.3% | -111.7% | -17.7% |
| 10Y | +53.9% | +208.4% | -154.6% | +16.0% |
| All | +5,143.0% | +3,134.5% | +2,008.5% | +2,072.4% |
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