+210.2%
HD vs HRB
+205.6%
+4.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -1.8% | -10.6% | +8.8% | +0.5% |
| 30D | -10.8% | -0.8% | -10.0% | -11.2% |
| 3M | -2.7% | +19.1% | -21.7% | -7.2% |
| 6M | -10.3% | +48.7% | -59.0% | -19.5% |
| YTD | -7.8% | +7.1% | -14.9% | -10.8% |
| 1Y | -23.1% | -8.3% | -14.8% | -22.9% |
| 3Y | +2.0% | +25.8% | -23.8% | -7.4% |
| 5Y | +6.2% | +111.1% | -104.9% | -17.1% |
| 10Y | +210.2% | +206.6% | +3.6% | +106.9% |
| All | +210.2% | +205.6% | +4.6% | +106.9% |
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 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