+2,883.5%
GE vs HRB
+3,357.9%
-474.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +2.3% |
| 7D | -1.6% | -5.7% | +4.1% | +0.1% |
| 30D | -11.6% | +7.9% | -19.5% | -14.2% |
| 3M | +3.0% | +32.1% | -29.1% | -6.5% |
| 6M | -0.5% | +62.2% | -62.8% | -16.8% |
| YTD | +9.7% | +16.4% | -6.7% | +1.0% |
| 1Y | +20.0% | -0.3% | +20.3% | +15.3% |
| 3Y | +275.8% | +36.0% | +239.8% | +218.1% |
| 5Y | +429.1% | +125.2% | +303.9% | +268.9% |
| 10Y | +151.2% | +237.7% | -86.5% | +42.6% |
| All | +2,883.5% | +3,357.9% | -474.3% | +533.5% |
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