-7.3%
F vs HRB
+11.7%
-19.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | -3.9% | -7.8% | +3.9% | -3.7% |
| 30D | -0.5% | +15.7% | -16.2% | -0.6% |
| 3M | -12.9% | -5.5% | -7.4% | -13.3% |
| 6M | +1.5% | +41.1% | -39.6% | +3.0% |
| YTD | -5.0% | +20.4% | -25.4% | +3.1% |
| 1Y | -7.3% | +15.2% | -22.6% | +1.9% |
| All | -7.3% | +11.7% | -19.0% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling