+532.2%
BE vs HRB
+140.6%
+391.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -5.0% |
| 7D | +10.8% | -5.1% | +15.9% | +10.7% |
| 30D | -19.8% | +8.7% | -28.5% | -19.7% |
| 3M | -18.7% | -5.4% | -13.3% | -18.5% |
| 6M | -33.7% | +41.6% | -75.3% | -35.0% |
| YTD | +121.0% | +18.7% | +102.3% | +128.0% |
| 1Y | +85.4% | +16.4% | +69.0% | +92.0% |
| 3Y | +1,709.5% | +22.0% | +1,687.5% | +1,574.6% |
| All | +532.2% | +140.6% | +391.5% | +392.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling