+46.0%
F vs HRB
+22.6%
+23.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -3.1% | -5.1% | +2.0% | -2.5% |
| 30D | 0.0% | +8.7% | -8.6% | -1.0% |
| 3M | -13.2% | -5.4% | -7.8% | -12.9% |
| 6M | -10.2% | +41.6% | -51.8% | -14.0% |
| YTD | -4.9% | +18.7% | -23.6% | -4.1% |
| 1Y | -6.1% | +16.4% | -22.5% | -4.8% |
| 3Y | +46.0% | +22.0% | +24.0% | +36.6% |
| All | +46.0% | +22.6% | +23.4% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling