+275.1%
BLK vs HRB
+209.1%
+65.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -3.3% | -8.0% | +4.7% | -1.2% |
| 30D | -6.5% | -16.0% | +9.4% | -2.4% |
| 3M | +6.7% | +26.9% | -20.1% | -0.6% |
| 6M | +14.7% | +51.1% | -36.4% | +0.4% |
| YTD | +2.5% | +7.1% | -4.5% | -1.3% |
| 1Y | -2.8% | -9.6% | +6.8% | -2.0% |
| 3Y | +65.9% | +25.4% | +40.5% | +48.2% |
| 5Y | +33.0% | +114.9% | -81.9% | -1.1% |
| All | +275.1% | +209.1% | +65.9% | +135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling