+247.2%
HD vs HRB
+252.0%
-4.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +5.2% | -4.0% | +9.2% | +6.1% |
| 30D | +20.7% | +15.8% | +5.0% | +17.0% |
| 3M | +0.8% | +12.0% | -11.2% | -2.3% |
| 6M | +12.2% | +40.7% | -28.5% | +3.0% |
| YTD | +4.2% | +21.0% | -16.8% | -1.9% |
| 1Y | -2.6% | +11.7% | -14.2% | -6.5% |
| 3Y | +30.0% | +25.0% | +5.1% | +18.9% |
| 5Y | +8.1% | +141.0% | -132.9% | -17.9% |
| 10Y | +247.2% | +241.3% | +5.9% | +131.5% |
| All | +247.2% | +252.0% | -4.8% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling