+3.3%
BLK vs HRB
+1.1%
+2.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.6% | -0.1% |
| 7D | -3.6% | -5.7% | +2.0% | -3.3% |
| 30D | -1.0% | +7.9% | -8.9% | -1.4% |
| 3M | +10.4% | +32.1% | -21.8% | +8.8% |
| 6M | +8.2% | +62.2% | -54.1% | +4.7% |
| YTD | +6.0% | +16.4% | -10.4% | +10.8% |
| 1Y | +3.3% | -0.3% | +3.6% | +9.4% |
| All | +3.3% | +1.1% | +2.3% | +9.4% |
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