-35.4%
GIS vs HRB
+25.9%
-61.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -8.6% | -10.6% | +2.0% | -7.0% |
| 30D | -0.5% | -0.8% | +0.4% | -0.5% |
| 3M | +11.9% | +19.1% | -7.2% | +8.9% |
| 6M | -11.6% | +48.7% | -60.3% | -16.4% |
| YTD | -16.3% | +7.1% | -23.4% | -17.1% |
| 1Y | -21.8% | -8.3% | -13.4% | -20.6% |
| All | -35.4% | +25.9% | -61.3% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling