-20.2%
BKNG vs HRB
-6.7%
-13.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -10.7% | -12.2% | +1.5% | -7.9% |
| 30D | -18.1% | -3.0% | -15.1% | -17.6% |
| 3M | +8.5% | +21.7% | -13.2% | +3.8% |
| 6M | -0.1% | +52.3% | -52.4% | -8.9% |
| YTD | -18.2% | +6.5% | -24.7% | -21.1% |
| All | -20.2% | -6.7% | -13.5% | -22.7% |
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