+332.5%
HBM vs HRB
+114.1%
+218.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -3.3% | -8.0% | +4.7% | -2.9% |
| 30D | -4.8% | -16.0% | +11.1% | -4.0% |
| 3M | -0.4% | +26.9% | -27.3% | -2.3% |
| 6M | +17.9% | +51.1% | -33.2% | +12.7% |
| YTD | +33.7% | +7.1% | +26.7% | +34.8% |
| 1Y | +95.6% | -9.6% | +105.2% | +103.4% |
| 3Y | +458.1% | +25.4% | +432.7% | +406.6% |
| All | +332.5% | +114.1% | +218.4% | +264.9% |
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 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