+1,414.8%
BP vs HRB
+3,424.8%
-2,010.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | +3.8% | -5.1% | +8.9% | +4.8% |
| 30D | -5.3% | +8.7% | -14.0% | -7.0% |
| 3M | +9.3% | -5.4% | +14.6% | +9.9% |
| 6M | +7.2% | +41.6% | -34.3% | -1.2% |
| YTD | +38.0% | +18.7% | +19.4% | +30.1% |
| 1Y | +33.2% | +16.4% | +16.8% | +25.9% |
| 3Y | +50.3% | +22.0% | +28.3% | +38.1% |
| 5Y | +114.1% | +141.2% | -27.1% | +66.5% |
| 10Y | +140.7% | +223.1% | -82.4% | +66.5% |
| All | +1,414.8% | +3,424.8% | -2,010.0% | +620.1% |
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