+74.3%
F vs HRB
+252.0%
-177.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.0% | -4.0% | +5.0% | +2.2% |
| 30D | +2.1% | +15.8% | -13.6% | -2.6% |
| 3M | -10.3% | +12.0% | -22.3% | -14.1% |
| 6M | +3.3% | +40.7% | -37.5% | -8.8% |
| YTD | -2.0% | +21.0% | -23.0% | -10.4% |
| 1Y | -2.3% | +11.7% | -13.9% | -8.2% |
| 3Y | +49.9% | +25.0% | +24.9% | +31.6% |
| 5Y | -12.5% | +141.0% | -153.5% | -41.4% |
| 10Y | +74.3% | +241.3% | -167.0% | -2.5% |
| All | +74.3% | +252.0% | -177.7% | -2.5% |
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