-43.8%
GPN vs HRB
+114.1%
-157.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -4.6% | -8.0% | +3.4% | -2.4% |
| 30D | -0.3% | -16.0% | +15.7% | +4.5% |
| 3M | +35.4% | +26.9% | +8.6% | +26.2% |
| 6M | +21.7% | +51.1% | -29.5% | +6.8% |
| YTD | +14.9% | +7.1% | +7.8% | +11.5% |
| 1Y | +3.2% | -9.6% | +12.8% | +5.3% |
| 3Y | -27.1% | +25.4% | -52.5% | -34.9% |
| All | -43.8% | +114.1% | -157.9% | -58.7% |
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