+67.2%
F vs HRB
+226.2%
-159.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -3.9% | -7.8% | +3.9% | -1.5% |
| 30D | -0.5% | +15.7% | -16.2% | -5.0% |
| 3M | -12.9% | -5.5% | -7.4% | -11.8% |
| 6M | +1.5% | +41.1% | -39.6% | -10.5% |
| YTD | -5.0% | +20.4% | -25.4% | -13.1% |
| 1Y | -7.3% | +15.2% | -22.6% | -14.0% |
| 3Y | +45.3% | +24.3% | +20.9% | +27.7% |
| 5Y | -15.8% | +144.7% | -160.5% | -44.0% |
| All | +67.2% | +226.2% | -159.0% | -5.5% |
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