+1,163.5%
C vs HRB
+3,357.9%
-2,194.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.4% |
| 7D | +3.6% | -5.7% | +9.3% | +6.1% |
| 30D | +0.1% | +7.9% | -7.8% | -4.0% |
| 3M | +2.4% | +32.1% | -29.7% | -10.8% |
| 6M | +24.9% | +62.2% | -37.3% | -2.7% |
| YTD | +19.8% | +16.4% | +3.4% | +7.0% |
| 1Y | +44.9% | -0.3% | +45.1% | +37.5% |
| 3Y | +263.0% | +36.0% | +226.9% | +189.8% |
| 5Y | +129.5% | +125.2% | +4.3% | +38.8% |
| 10Y | +291.6% | +237.7% | +53.9% | +78.6% |
| All | +1,163.5% | +3,357.9% | -2,194.4% | +80.3% |
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 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