+593.2%
HBM vs HRB
+298.9%
+294.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.6% | -7.0% | -7.4% |
| 7D | -3.7% | -12.2% | +8.4% | -1.1% |
| 30D | -3.7% | -3.0% | -0.7% | -3.5% |
| 3M | +8.0% | +21.7% | -13.7% | +1.9% |
| 6M | +15.8% | +52.3% | -36.5% | +1.9% |
| YTD | +34.4% | +6.5% | +27.9% | +28.4% |
| 1Y | +98.2% | -6.7% | +104.8% | +95.3% |
| 3Y | +476.6% | +25.1% | +451.5% | +407.9% |
| 5Y | +331.1% | +113.8% | +217.3% | +220.8% |
| 10Y | +591.6% | +204.8% | +386.8% | +332.0% |
| All | +593.2% | +298.9% | +294.3% | +232.6% |
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