+25.9%
HD vs HRB
+36.2%
-10.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.4% |
| 7D | +4.3% | +2.7% | +1.6% | +4.1% |
| 30D | +20.2% | +22.1% | -1.9% | +18.1% |
| 3M | -1.0% | +15.7% | -16.7% | -2.5% |
| 6M | +7.9% | +83.3% | -75.4% | +1.3% |
| YTD | +2.0% | +25.0% | -23.0% | +1.3% |
| 1Y | -4.3% | +6.9% | -11.2% | -2.6% |
| 3Y | +25.9% | +39.0% | -13.1% | +24.8% |
| All | +25.9% | +36.2% | -10.3% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling