-1.1%
GAP vs HRB
+221.6%
-222.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | -1.9% | -5.1% | +3.2% | 0.0% |
| 30D | -7.1% | +8.7% | -15.7% | -10.1% |
| 3M | +4.1% | -5.4% | +9.5% | +5.7% |
| 6M | +1.9% | +41.6% | -39.7% | -13.8% |
| YTD | -15.2% | +18.7% | -33.9% | -24.4% |
| 1Y | -10.6% | +16.4% | -27.1% | -19.6% |
| 3Y | +74.6% | +22.0% | +52.6% | +47.7% |
| 5Y | +3.7% | +141.2% | -137.6% | -40.0% |
| All | -1.1% | +221.6% | -222.7% | -53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling