+12,674.7%
BLK vs HRB
+891.3%
+11,783.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -5.2% | -12.2% | +7.0% | -1.4% |
| 30D | -7.0% | -3.0% | -4.1% | -6.7% |
| 3M | +5.7% | +21.7% | -16.1% | -1.8% |
| 6M | +11.0% | +52.3% | -41.3% | -5.5% |
| YTD | +0.9% | +6.5% | -5.6% | -4.2% |
| 1Y | -1.6% | -6.7% | +5.1% | -2.8% |
| 3Y | +64.5% | +25.1% | +39.3% | +44.2% |
| 5Y | +30.9% | +113.8% | -82.9% | -6.5% |
| 10Y | +275.1% | +204.8% | +70.3% | +116.5% |
| All | +12,674.7% | +891.3% | +11,783.3% | +5,093.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling