+91.7%
BKNG vs HRB
+112.9%
-21.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -10.7% | -12.2% | +1.5% | -7.8% |
| 30D | -18.1% | -3.0% | -15.1% | -17.7% |
| 3M | +8.5% | +21.7% | -13.2% | +3.2% |
| 6M | -0.1% | +52.3% | -52.4% | -10.6% |
| YTD | -18.2% | +6.5% | -24.7% | -20.4% |
| 1Y | -19.9% | -6.7% | -13.2% | -19.7% |
| 3Y | +41.6% | +25.1% | +16.5% | +26.4% |
| All | +91.7% | +112.9% | -21.2% | +43.8% |
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 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