+53.9%
F vs HRB
+126.2%
-72.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.4% | +2.3% |
| 7D | +5.3% | -5.7% | +11.0% | +6.6% |
| 30D | +4.6% | +7.9% | -3.3% | +2.6% |
| 3M | -3.7% | +32.1% | -35.8% | -9.8% |
| 6M | +16.8% | +62.2% | -45.4% | +2.7% |
| YTD | +15.3% | +16.4% | -1.1% | +11.6% |
| 1Y | +31.0% | -0.3% | +31.3% | +32.8% |
| 3Y | +45.4% | +36.0% | +9.4% | +29.4% |
| All | +53.9% | +126.2% | -72.3% | +20.0% |
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