-21.1%
GIS vs HRB
+209.1%
-230.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -6.4% | -8.0% | +1.7% | -5.4% |
| 30D | -6.1% | -16.0% | +9.9% | -4.1% |
| 3M | +7.8% | +26.9% | -19.0% | +4.8% |
| 6M | -8.8% | +51.1% | -59.9% | -13.4% |
| YTD | -19.1% | +7.1% | -26.2% | -20.3% |
| 1Y | -24.8% | -9.6% | -15.1% | -24.5% |
| 3Y | -37.6% | +25.4% | -63.0% | -39.9% |
| 5Y | -25.4% | +114.9% | -140.3% | -33.2% |
| All | -21.1% | +209.1% | -230.2% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling