+11,671.2%
COST vs HRB
+3,134.5%
+8,536.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.9% |
| 7D | -3.2% | -9.1% | +5.9% | -1.1% |
| 30D | -4.0% | +0.3% | -4.2% | -4.5% |
| 3M | -6.5% | +23.4% | -29.9% | -11.5% |
| 6M | -8.5% | +45.1% | -53.7% | -17.4% |
| YTD | +6.0% | +8.9% | -2.9% | +1.7% |
| 1Y | -5.8% | -7.9% | +2.1% | -6.2% |
| 3Y | +71.8% | +27.9% | +43.9% | +55.4% |
| 5Y | +106.2% | +108.3% | -2.1% | +62.8% |
| 10Y | +602.0% | +208.4% | +393.6% | +361.7% |
| All | +11,671.2% | +3,134.5% | +8,536.7% | +2,651.8% |
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