+187.0%
BR vs HRB
+209.1%
-22.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -3.0% | -8.0% | +5.1% | -1.3% |
| 30D | -0.3% | -16.0% | +15.7% | +3.2% |
| 3M | +17.3% | +26.9% | -9.6% | +11.4% |
| 6M | -6.7% | +51.1% | -57.8% | -15.0% |
| YTD | -23.4% | +7.1% | -30.5% | -25.4% |
| 1Y | -32.7% | -9.6% | -23.1% | -32.3% |
| 3Y | -5.9% | +25.4% | -31.3% | -12.4% |
| 5Y | +8.4% | +114.9% | -106.5% | -9.9% |
| All | +187.0% | +209.1% | -22.1% | +110.4% |
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