+118.3%
GAP vs HRB
+28.7%
+89.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.2% | +0.7% |
| 7D | +1.7% | -9.1% | +10.8% | +3.0% |
| 30D | +9.3% | +0.3% | +9.1% | +8.9% |
| 3M | +6.1% | +23.4% | -17.3% | +1.9% |
| 6M | -2.3% | +45.1% | -47.4% | -9.2% |
| YTD | -10.6% | +8.9% | -19.5% | -9.3% |
| 1Y | -4.4% | -7.9% | +3.5% | +1.7% |
| 3Y | +118.3% | +27.9% | +90.4% | +109.3% |
| All | +118.3% | +28.7% | +89.6% | +109.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling