+2,197.1%
GAP vs HRB
+3,134.5%
-937.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.2% | +1.9% |
| 7D | +1.7% | -9.1% | +10.8% | +4.8% |
| 30D | +9.3% | +0.3% | +9.1% | +8.1% |
| 3M | +6.1% | +23.4% | -17.3% | -2.6% |
| 6M | -2.3% | +45.1% | -47.4% | -16.8% |
| YTD | -10.6% | +8.9% | -19.5% | -16.6% |
| 1Y | -4.4% | -7.9% | +3.5% | -5.9% |
| 3Y | +118.3% | +27.9% | +90.4% | +88.1% |
| 5Y | +12.2% | +108.3% | -96.1% | -20.3% |
| 10Y | +33.7% | +208.4% | -174.7% | -20.3% |
| All | +2,197.1% | +3,134.5% | -937.4% | +304.3% |
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 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