-44.8%
COMP vs HRB
+169.5%
-214.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.8% |
| 7D | +1.4% | -5.7% | +7.0% | +3.2% |
| 30D | -13.3% | +7.9% | -21.2% | -15.8% |
| 3M | +41.1% | +32.1% | +9.0% | +27.6% |
| 6M | +17.2% | +62.2% | -45.1% | -3.4% |
| YTD | +5.2% | +16.4% | -11.2% | -0.5% |
| 1Y | +18.9% | -0.3% | +19.2% | +19.3% |
| 3Y | +215.9% | +36.0% | +179.9% | +164.9% |
| 5Y | -31.2% | +125.2% | -156.4% | -54.5% |
| All | -44.8% | +169.5% | -214.3% | -59.8% |
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