-0.8%
GFS vs HRB
+129.5%
-130.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +3.2% | -12.2% | +15.4% | +3.9% |
| 30D | -9.6% | -3.0% | -6.6% | -9.5% |
| 3M | -38.5% | +21.7% | -60.2% | -39.4% |
| 6M | -1.3% | +52.3% | -53.6% | -6.7% |
| YTD | +31.8% | +6.5% | +25.3% | +34.0% |
| 1Y | +44.6% | -6.7% | +51.2% | +51.8% |
| 3Y | -20.6% | +25.1% | -45.7% | -25.8% |
| All | -0.8% | +129.5% | -130.3% | -20.8% |
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