-25.2%
GIS vs HRB
+109.9%
-135.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -3.0% |
| 7D | -8.4% | -12.2% | +3.8% | -6.8% |
| 30D | -5.2% | -3.0% | -2.2% | -4.9% |
| 3M | +8.2% | +21.7% | -13.5% | +5.5% |
| 6M | -12.0% | +52.3% | -64.3% | -16.4% |
| YTD | -18.9% | +6.5% | -25.4% | -19.9% |
| 1Y | -23.6% | -6.7% | -16.9% | -23.4% |
| 3Y | -37.6% | +25.1% | -62.7% | -39.4% |
| 5Y | -25.2% | +113.8% | -139.0% | -30.7% |
| All | -25.2% | +109.9% | -135.1% | -30.7% |
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