-13.6%
BKNG vs HRB
+16.9%
-30.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.4% | +5.4% | +8.6% |
| 7D | +15.6% | +16.0% | -0.5% | +11.3% |
| 30D | +8.0% | +32.1% | -24.1% | +0.7% |
| 3M | -11.8% | +21.5% | -33.3% | -16.1% |
| 6M | +3.8% | +82.1% | -78.3% | -9.5% |
| YTD | -19.6% | +31.6% | -51.2% | -26.6% |
| 1Y | -13.6% | +15.9% | -29.5% | -22.6% |
| All | -13.6% | +16.9% | -30.5% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling