-42.6%
BROS vs HRB
+140.6%
-183.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.4% | +7.9% | +6.7% |
| 7D | +6.3% | -5.1% | +11.4% | +7.0% |
| 30D | -8.3% | +8.7% | -17.0% | -9.5% |
| 3M | -29.8% | -5.4% | -24.4% | -29.4% |
| 6M | -25.8% | +41.6% | -67.4% | -29.4% |
| YTD | -41.4% | +18.7% | -60.0% | -42.2% |
| 1Y | -35.2% | +16.4% | -51.6% | -35.9% |
| 3Y | +32.8% | +22.0% | +10.8% | +25.3% |
| All | -42.6% | +140.6% | -183.2% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling