+1,172.5%
BR vs HRB
+366.1%
+806.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.6% | -2.4% |
| 7D | -5.3% | -5.7% | +0.4% | -3.9% |
| 30D | +6.4% | +7.9% | -1.5% | +4.0% |
| 3M | +13.6% | +32.1% | -18.5% | +5.5% |
| 6M | -6.7% | +62.2% | -68.9% | -18.4% |
| YTD | -21.1% | +16.4% | -37.5% | -25.3% |
| 1Y | -29.6% | -0.3% | -29.3% | -30.8% |
| 3Y | -2.4% | +36.0% | -38.4% | -12.8% |
| 5Y | +11.2% | +125.2% | -114.0% | -14.4% |
| 10Y | +191.8% | +237.7% | -45.9% | +83.3% |
| All | +1,172.5% | +366.1% | +806.4% | +540.0% |
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