+13.7%
COMP vs HRB
+8.1%
+5.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | +7.2% | -4.0% | +11.2% | +7.7% |
| 30D | +6.4% | +15.8% | -9.4% | +4.0% |
| 3M | -19.4% | +12.0% | -31.5% | -20.8% |
| 6M | +14.6% | +40.7% | -26.2% | +10.5% |
| YTD | -5.5% | +21.0% | -26.5% | -0.7% |
| 1Y | +13.7% | +11.7% | +2.0% | +18.4% |
| All | +13.7% | +8.1% | +5.5% | +18.4% |
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