-2.4%
GFS vs HRB
+150.9%
-153.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +1.7% |
| 7D | +1.0% | -5.7% | +6.7% | +1.3% |
| 30D | -8.6% | +7.9% | -16.5% | -9.0% |
| 3M | -46.5% | +32.1% | -78.7% | -47.6% |
| 6M | -4.8% | +62.2% | -67.1% | -10.1% |
| YTD | +29.7% | +16.4% | +13.3% | +31.2% |
| 1Y | +35.8% | -0.3% | +36.1% | +42.8% |
| 3Y | -18.3% | +36.0% | -54.4% | -23.8% |
| All | -2.4% | +150.9% | -153.3% | -22.5% |
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