+1,488.6%
GIS vs HRB
+3,357.9%
-1,869.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.9% |
| 7D | -7.8% | -5.7% | -2.2% | -7.1% |
| 30D | +6.6% | +7.9% | -1.3% | +5.3% |
| 3M | +21.0% | +32.1% | -11.2% | +16.3% |
| 6M | -9.1% | +62.2% | -71.3% | -15.4% |
| YTD | -13.6% | +16.4% | -30.0% | -16.2% |
| 1Y | -18.0% | -0.3% | -17.7% | -18.9% |
| 3Y | -33.7% | +36.0% | -69.7% | -37.6% |
| 5Y | -19.4% | +125.2% | -144.6% | -30.2% |
| 10Y | -21.3% | +237.7% | -258.9% | -38.6% |
| All | +1,488.6% | +3,357.9% | -1,869.3% | +459.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling