+23.2%
GH vs HRB
+109.9%
-86.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -1.2% | -12.2% | +10.9% | +1.4% |
| 30D | -3.7% | -3.0% | -0.7% | -3.6% |
| 3M | +21.7% | +21.7% | 0.0% | +14.8% |
| 6M | +75.7% | +52.3% | +23.4% | +55.6% |
| YTD | +55.7% | +6.5% | +49.2% | +50.8% |
| 1Y | +181.1% | -6.7% | +187.8% | +180.9% |
| 3Y | +371.6% | +25.1% | +346.5% | +306.8% |
| 5Y | +23.2% | +113.8% | -90.6% | -5.6% |
| All | +23.2% | +109.9% | -86.7% | -5.6% |
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