+31.3%
BIL vs HRB
+333.1%
-301.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | 0.0% |
| 7D | +0.1% | -5.1% | +5.2% | +0.1% |
| 30D | +0.3% | +8.7% | -8.3% | +0.4% |
| 3M | +1.0% | -5.4% | +6.3% | +1.0% |
| 6M | +1.9% | +41.6% | -39.7% | +1.9% |
| YTD | +3.2% | +18.7% | -15.5% | +3.2% |
| 1Y | +3.7% | +16.4% | -12.7% | +3.7% |
| 3Y | +13.8% | +22.0% | -8.2% | +13.9% |
| 5Y | +20.3% | +141.2% | -120.9% | +20.4% |
| 10Y | +26.2% | +223.1% | -197.0% | +26.5% |
| All | +31.3% | +333.1% | -301.8% | +32.0% |
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