+163.1%
GH vs HRB
+1.1%
+162.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.5% |
| 7D | -0.1% | -5.7% | +5.6% | +0.3% |
| 30D | -1.1% | +7.9% | -9.0% | -1.8% |
| 3M | +21.3% | +32.1% | -10.8% | +17.0% |
| 6M | +73.5% | +62.2% | +11.3% | +63.6% |
| YTD | +58.0% | +16.4% | +41.6% | +47.6% |
| 1Y | +163.1% | -0.3% | +163.3% | +145.0% |
| All | +163.1% | +1.1% | +162.0% | +145.0% |
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