-8.5%
GAP vs HRB
-6.2%
-2.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.9% |
| 7D | -4.1% | -8.0% | +3.9% | -4.1% |
| 30D | +6.2% | -16.0% | +22.2% | +6.2% |
| 3M | -0.7% | +26.9% | -27.6% | -0.7% |
| 6M | -7.1% | +51.1% | -58.2% | -7.0% |
| YTD | -14.1% | +7.1% | -21.1% | -7.7% |
| 1Y | -8.5% | -9.6% | +1.1% | -6.8% |
| All | -8.5% | -6.2% | -2.3% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling