+22.6%
BROS vs HRB
+116.7%
-94.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -6.6% | -10.6% | +4.0% | -5.3% |
| 30D | -12.3% | -0.8% | -11.5% | -12.3% |
| 3M | -22.2% | +19.1% | -41.3% | -24.0% |
| 6M | -14.3% | +48.7% | -63.0% | -18.9% |
| YTD | -26.6% | +7.1% | -33.7% | -26.5% |
| 1Y | -31.5% | -8.3% | -23.2% | -29.6% |
| 3Y | +62.3% | +25.8% | +36.4% | +52.0% |
| All | +22.6% | +116.7% | -94.1% | +34.7% |
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