+64.7%
D vs HRB
+38.9%
+25.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | 0.0% |
| 7D | +1.5% | -5.7% | +7.1% | +2.0% |
| 30D | -2.6% | +7.9% | -10.5% | -3.5% |
| 3M | 0.0% | +32.1% | -32.1% | -3.2% |
| 6M | +7.4% | +62.2% | -54.9% | +1.1% |
| YTD | +15.9% | +16.4% | -0.5% | +15.7% |
| 1Y | +18.1% | -0.3% | +18.4% | +21.8% |
| All | +64.7% | +38.9% | +25.8% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling