+131.6%
C vs HRB
+112.6%
+19.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.7% | +0.2% |
| 7D | +3.2% | -9.1% | +12.2% | +4.6% |
| 30D | +1.3% | +0.3% | +1.0% | +0.9% |
| 3M | +3.1% | +23.4% | -20.3% | -1.1% |
| 6M | +29.6% | +45.1% | -15.5% | +19.9% |
| YTD | +19.0% | +8.9% | +10.1% | +16.4% |
| 1Y | +45.6% | -7.9% | +53.6% | +47.1% |
| 3Y | +269.3% | +27.9% | +241.3% | +241.1% |
| 5Y | +131.6% | +108.3% | +23.2% | +102.5% |
| All | +131.6% | +112.6% | +19.0% | +102.5% |
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