+20.1%
COMP vs HRB
+16.9%
+3.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.4% | +3.3% | +7.0% |
| 7D | +9.5% | +16.0% | -6.6% | +7.1% |
| 30D | +8.1% | +32.1% | -24.0% | +4.1% |
| 3M | -16.3% | +21.5% | -37.8% | -18.6% |
| 6M | +42.2% | +82.1% | -39.9% | +36.5% |
| YTD | -5.0% | +31.6% | -36.6% | -2.9% |
| 1Y | +20.1% | +15.9% | +4.2% | +19.5% |
| All | +20.1% | +16.9% | +3.2% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling