+141.1%
BP vs HRB
+104.8%
+36.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.9% |
| 7D | +4.0% | -10.6% | +14.6% | +4.8% |
| 30D | +7.8% | -0.8% | +8.7% | +7.7% |
| 3M | +8.4% | +19.1% | -10.7% | +6.4% |
| 6M | +15.1% | +48.7% | -33.6% | +10.3% |
| YTD | +36.4% | +7.1% | +29.3% | +35.5% |
| 1Y | +40.9% | -8.3% | +49.2% | +42.6% |
| 3Y | +38.8% | +25.8% | +13.0% | +31.6% |
| 5Y | +141.1% | +111.1% | +30.0% | +113.9% |
| All | +141.1% | +104.8% | +36.2% | +113.9% |
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