+152.0%
GE vs HRB
+221.6%
-69.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +2.7% | -5.1% | +7.7% | +4.0% |
| 30D | +8.1% | +8.7% | -0.6% | +5.5% |
| 3M | -7.9% | -5.4% | -2.5% | -7.1% |
| 6M | +12.9% | +41.6% | -28.7% | +1.1% |
| YTD | +8.2% | +18.7% | -10.5% | +0.5% |
| 1Y | +9.7% | +16.4% | -6.8% | +2.3% |
| 3Y | +266.1% | +22.0% | +244.1% | +224.5% |
| 5Y | +407.4% | +141.2% | +266.2% | +239.3% |
| All | +152.0% | +221.6% | -69.6% | +43.1% |
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