+38.5%
D vs HRB
+205.6%
-167.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | -0.4% | -10.6% | +10.2% | +1.5% |
| 30D | -2.1% | -0.8% | -1.2% | -2.4% |
| 3M | -0.7% | +19.1% | -19.8% | -4.5% |
| 6M | +5.6% | +48.7% | -43.1% | -3.3% |
| YTD | +14.6% | +7.1% | +7.5% | +11.5% |
| 1Y | +15.3% | -8.3% | +23.7% | +15.7% |
| 3Y | +59.1% | +25.8% | +33.3% | +47.9% |
| 5Y | +3.9% | +111.1% | -107.2% | -14.9% |
| 10Y | +38.5% | +206.6% | -168.1% | -2.7% |
| All | +38.5% | +205.6% | -167.1% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling