+49.8%
HBM vs HRB
+16.9%
+32.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.4% | -0.7% | +4.9% |
| 7D | -5.8% | +16.0% | -21.9% | -1.5% |
| 30D | -18.5% | +32.1% | -50.6% | -11.4% |
| 3M | -10.3% | +21.5% | -31.8% | -3.7% |
| 6M | +2.1% | +82.1% | -80.0% | +22.3% |
| YTD | +12.0% | +31.6% | -19.6% | +23.9% |
| 1Y | +49.8% | +15.9% | +33.9% | +66.1% |
| All | +49.8% | +16.9% | +32.9% | +66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling