-54.2%
COMP vs HRB
+202.2%
-256.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.8% | -7.3% | -7.9% |
| 7D | -1.8% | +10.7% | -12.5% | -5.0% |
| 30D | -0.8% | +29.0% | -29.8% | -8.6% |
| 3M | -28.1% | +21.0% | -49.1% | -32.8% |
| 6M | +27.0% | +86.9% | -60.0% | +0.3% |
| YTD | -12.8% | +30.5% | -43.3% | -20.6% |
| 1Y | +4.9% | +13.6% | -8.7% | +0.7% |
| 3Y | +321.0% | +42.0% | +279.0% | +251.2% |
| 5Y | -25.6% | +157.2% | -182.8% | -52.9% |
| All | -54.2% | +202.2% | -256.5% | -67.9% |
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