+16.9%
GME vs HRB
+25.9%
-9.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +6.9% | +5.2% |
| 7D | +4.8% | -10.6% | +15.5% | +4.4% |
| 30D | +5.9% | -0.8% | +6.7% | +6.0% |
| 3M | -10.7% | +19.1% | -29.8% | -10.1% |
| 6M | -19.8% | +48.7% | -68.5% | -17.9% |
| YTD | -0.9% | +7.1% | -8.0% | +0.4% |
| 1Y | -15.7% | -8.3% | -7.4% | -15.3% |
| All | +16.9% | +25.9% | -9.1% | +7.3% |
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 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