+18.4%
BROS vs HRB
+115.4%
-97.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | -6.1% | -12.2% | +6.1% | -4.6% |
| 30D | -12.4% | -3.0% | -9.4% | -12.1% |
| 3M | -27.9% | +21.7% | -49.6% | -29.8% |
| 6M | -16.8% | +52.3% | -69.1% | -21.6% |
| YTD | -29.0% | +6.5% | -35.5% | -28.9% |
| 1Y | -33.2% | -6.7% | -26.5% | -31.6% |
| 3Y | +56.8% | +25.1% | +31.7% | +47.0% |
| All | +18.4% | +115.4% | -97.0% | +30.3% |
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