-34.7%
GFS vs HRB
+145.8%
-180.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.2% | +10.4% | +6.3% |
| 7D | -7.8% | +2.7% | -10.5% | -7.9% |
| 30D | -19.7% | +22.1% | -41.7% | -20.5% |
| 3M | -23.1% | +15.7% | -38.8% | -23.7% |
| 6M | -46.4% | +83.3% | -129.7% | -49.5% |
| YTD | +11.0% | +25.0% | -14.0% | +12.1% |
| 1Y | +12.6% | +6.9% | +5.7% | +18.4% |
| 3Y | -24.9% | +39.0% | -64.0% | -28.8% |
| All | -34.7% | +145.8% | -180.5% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling