-49.3%
COMP vs HRB
+174.7%
-224.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.1% |
| 7D | 0.0% | -5.1% | +5.1% | +1.6% |
| 30D | +16.6% | +8.7% | +7.9% | +13.2% |
| 3M | -23.5% | -5.4% | -18.1% | -22.5% |
| 6M | +25.7% | +41.6% | -15.8% | +10.6% |
| YTD | -3.4% | +18.7% | -22.1% | -9.6% |
| 1Y | +7.6% | +16.4% | -8.9% | +1.2% |
| 3Y | +423.6% | +22.0% | +401.6% | +362.1% |
| 5Y | -10.6% | +141.2% | -151.8% | -41.9% |
| All | -49.3% | +174.7% | -224.1% | -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