+508.4%
F vs HRB
+3,613.7%
-3,105.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.6% |
| 7D | +1.6% | +2.7% | -1.1% | +0.7% |
| 30D | +2.6% | +22.1% | -19.4% | -3.8% |
| 3M | -8.8% | +15.7% | -24.5% | -13.7% |
| 6M | +4.6% | +83.3% | -78.7% | -16.3% |
| YTD | -1.9% | +25.0% | -26.9% | -12.2% |
| 1Y | -0.8% | +6.9% | -7.7% | -6.7% |
| 3Y | +43.5% | +39.0% | +4.4% | +21.1% |
| 5Y | -12.1% | +146.4% | -158.5% | -40.0% |
| 10Y | +83.6% | +254.4% | -170.8% | +3.4% |
| All | +508.4% | +3,613.7% | -3,105.3% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling