+6,700.0%
BIIB vs HRB
+1,732.7%
+4,967.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.7% | -2.1% |
| 7D | -1.6% | -9.1% | +7.4% | +0.8% |
| 30D | +2.2% | +0.3% | +1.9% | +1.7% |
| 3M | +10.3% | +23.4% | -13.1% | +3.7% |
| 6M | +14.9% | +45.1% | -30.2% | +2.2% |
| YTD | +20.7% | +8.9% | +11.9% | +15.0% |
| 1Y | +50.3% | -7.9% | +58.3% | +49.6% |
| 3Y | -18.0% | +27.9% | -45.9% | -26.7% |
| 5Y | -33.9% | +108.3% | -142.2% | -49.5% |
| 10Y | -30.9% | +208.4% | -239.4% | -57.8% |
| All | +6,700.0% | +1,732.7% | +4,967.3% | +1,441.8% |
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