-49.1%
COMP vs HRB
+180.1%
-229.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +2.2% | -8.1% | +10.3% | +4.8% |
| 30D | +16.3% | +15.0% | +1.3% | +10.8% |
| 3M | -19.1% | +10.2% | -29.4% | -22.3% |
| 6M | +17.1% | +44.2% | -27.1% | +2.4% |
| YTD | -2.9% | +21.0% | -23.9% | -9.7% |
| 1Y | +8.8% | +12.0% | -3.2% | +4.2% |
| 3Y | +423.5% | +24.9% | +398.5% | +358.2% |
| 5Y | -10.5% | +144.6% | -155.1% | -42.1% |
| All | -49.1% | +180.1% | -229.2% | -63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling