+86.4%
F vs HRB
+213.0%
-126.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.5% | +2.2% | -2.3% |
| 7D | +1.2% | -9.1% | +10.2% | +4.1% |
| 30D | +1.2% | +0.3% | +1.0% | +0.5% |
| 3M | -5.7% | +23.4% | -29.0% | -12.7% |
| 6M | +17.9% | +45.1% | -27.2% | +1.6% |
| YTD | +10.4% | +8.9% | +1.5% | +4.5% |
| 1Y | +25.3% | -7.9% | +33.3% | +25.6% |
| 3Y | +37.5% | +27.9% | +9.5% | +18.9% |
| 5Y | +46.5% | +108.3% | -61.8% | +3.0% |
| 10Y | +86.4% | +208.4% | -122.0% | +3.0% |
| All | +86.4% | +213.0% | -126.6% | +3.0% |
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