+25,535.5%
BRO vs HRB
+3,080.2%
+22,455.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -7.3% | -8.0% | +0.7% | -5.8% |
| 30D | -6.9% | -16.0% | +9.1% | -3.7% |
| 3M | +10.7% | +26.9% | -16.2% | +5.6% |
| 6M | -2.7% | +51.1% | -53.8% | -10.7% |
| YTD | -16.3% | +7.1% | -23.4% | -18.4% |
| 1Y | -29.1% | -9.6% | -19.5% | -28.7% |
| 3Y | -7.8% | +25.4% | -33.2% | -13.7% |
| 5Y | +18.7% | +114.9% | -96.2% | -0.6% |
| 10Y | +291.9% | +206.4% | +85.4% | +192.1% |
| All | +25,535.5% | +3,080.2% | +22,455.3% | +17,625.8% |
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