+67.3%
F vs HRB
+221.6%
-154.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -3.1% | -5.1% | +2.0% | -1.6% |
| 30D | 0.0% | +8.7% | -8.6% | -2.6% |
| 3M | -13.2% | -5.4% | -7.8% | -12.1% |
| 6M | -10.2% | +41.6% | -51.8% | -20.9% |
| YTD | -4.9% | +18.7% | -23.6% | -12.6% |
| 1Y | -6.1% | +16.4% | -22.5% | -13.2% |
| 3Y | +46.0% | +22.0% | +24.0% | +29.1% |
| 5Y | -15.7% | +141.2% | -156.9% | -43.7% |
| All | +67.3% | +221.6% | -154.3% | -5.1% |
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