+19,851.2%
GD vs HRB
+3,357.9%
+16,493.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.9% |
| 7D | -5.3% | -5.7% | +0.4% | -4.1% |
| 30D | -6.4% | +7.9% | -14.3% | -8.2% |
| 3M | +5.7% | +32.1% | -26.4% | -1.0% |
| 6M | -0.9% | +62.2% | -63.2% | -12.0% |
| YTD | +8.2% | +16.4% | -8.2% | +2.8% |
| 1Y | +13.4% | -0.3% | +13.7% | +11.1% |
| 3Y | +68.5% | +36.0% | +32.5% | +52.3% |
| 5Y | +97.2% | +125.2% | -28.1% | +56.6% |
| 10Y | +190.2% | +237.7% | -47.5% | +100.2% |
| All | +19,851.2% | +3,357.9% | +16,493.3% | +8,905.4% |
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