-49.3%
COMP vs HRB
+189.5%
-238.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.2% | +15.0% | +12.1% |
| 7D | +13.4% | +2.7% | +10.8% | +12.4% |
| 30D | +11.1% | +22.1% | -11.0% | +3.9% |
| 3M | -18.8% | +15.7% | -34.6% | -23.2% |
| 6M | +10.5% | +83.3% | -72.8% | -12.3% |
| YTD | -3.4% | +25.0% | -28.4% | -11.0% |
| 1Y | +19.7% | +6.9% | +12.8% | +17.2% |
| 3Y | +381.6% | +39.0% | +342.6% | +302.4% |
| 5Y | -17.6% | +146.4% | -164.0% | -47.2% |
| All | -49.3% | +189.5% | -238.8% | -64.1% |
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