+17.5%
GFS vs HRB
+8.1%
+9.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.1% | +3.8% |
| 7D | -3.1% | -2.4% | -0.7% | -3.8% |
| 30D | -16.0% | +15.7% | -31.8% | -11.6% |
| 3M | -24.7% | +11.4% | -36.1% | -21.3% |
| 6M | -45.1% | +40.7% | -85.9% | -35.2% |
| YTD | +16.5% | +21.0% | -4.5% | +30.2% |
| All | +17.5% | +8.1% | +9.4% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling