-3.5%
F vs HRB
+8.1%
-11.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.2% | -4.0% | +3.8% | -0.1% |
| 30D | +0.9% | +15.8% | -14.9% | +0.7% |
| 3M | -11.3% | +12.0% | -23.4% | -11.2% |
| 6M | +2.0% | +40.7% | -38.7% | +3.5% |
| YTD | -3.2% | +21.0% | -24.1% | +4.4% |
| 1Y | -3.5% | +11.7% | -15.1% | +5.6% |
| All | -3.5% | +8.1% | -11.6% | +5.6% |
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