+2,271.9%
D vs HRB
+3,357.9%
-1,086.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.8% |
| 7D | +0.4% | -5.7% | +6.1% | +1.4% |
| 30D | -3.6% | +7.9% | -11.5% | -5.1% |
| 3M | -1.0% | +32.1% | -33.1% | -6.0% |
| 6M | +6.3% | +62.2% | -56.0% | -3.3% |
| YTD | +14.7% | +16.4% | -1.7% | +10.0% |
| 1Y | +16.9% | -0.3% | +17.2% | +15.0% |
| 3Y | +56.8% | +36.0% | +20.8% | +44.9% |
| 5Y | +5.2% | +125.2% | -120.0% | -12.3% |
| 10Y | +35.9% | +237.7% | -201.8% | +0.5% |
| All | +2,271.9% | +3,357.9% | -1,086.0% | +1,012.3% |
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