+31,139.8%
HD vs HRB
+3,357.9%
+27,781.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +2.1% |
| 7D | -2.1% | -5.7% | +3.6% | -0.4% |
| 30D | -8.4% | +7.9% | -16.3% | -11.1% |
| 3M | +4.3% | +32.1% | -27.8% | -5.0% |
| 6M | -11.1% | +62.2% | -73.4% | -25.1% |
| YTD | -4.7% | +16.4% | -21.1% | -11.8% |
| 1Y | -19.8% | -0.3% | -19.5% | -22.4% |
| 3Y | +4.1% | +36.0% | -31.9% | -10.6% |
| 5Y | +10.3% | +125.2% | -114.9% | -21.2% |
| 10Y | +203.2% | +237.7% | -34.5% | +73.2% |
| All | +31,139.8% | +3,357.9% | +27,781.9% | +5,416.8% |
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 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