+1,383.2%
BP vs HRB
+3,493.2%
-2,110.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.8% | -8.1% | +7.3% | +0.9% |
| 30D | -3.1% | +15.0% | -18.2% | -6.0% |
| 3M | +6.2% | +10.2% | -4.1% | +3.3% |
| 6M | +4.8% | +44.2% | -39.4% | -3.8% |
| YTD | +35.2% | +21.0% | +14.2% | +26.9% |
| 1Y | +27.4% | +12.0% | +15.4% | +21.4% |
| 3Y | +49.8% | +24.9% | +24.8% | +36.9% |
| 5Y | +109.4% | +144.6% | -35.2% | +62.4% |
| 10Y | +135.7% | +229.4% | -93.7% | +62.4% |
| All | +1,383.2% | +3,493.2% | -2,110.0% | +602.5% |
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