-15.8%
F vs HRB
+145.8%
-161.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.1% |
| 7D | +1.6% | +2.7% | -1.1% | +1.0% |
| 30D | +2.6% | +22.1% | -19.4% | -1.5% |
| 3M | -8.8% | +15.7% | -24.5% | -11.9% |
| 6M | +4.6% | +83.3% | -78.7% | -9.9% |
| YTD | -1.9% | +25.0% | -26.9% | -6.4% |
| 1Y | -0.8% | +6.9% | -7.7% | -0.7% |
| 3Y | +43.5% | +39.0% | +4.4% | +28.0% |
| All | -15.8% | +145.8% | -161.6% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling