+949.4%
HIG vs HRB
+996.5%
-47.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.3% |
| 7D | -0.5% | -10.6% | +10.1% | +3.6% |
| 30D | -2.8% | -0.8% | -2.0% | -3.5% |
| 3M | +6.3% | +19.1% | -12.7% | -1.7% |
| 6M | -0.1% | +48.7% | -48.8% | -16.6% |
| YTD | +0.4% | +7.1% | -6.7% | -6.0% |
| 1Y | +6.2% | -8.3% | +14.6% | +5.0% |
| 3Y | +101.6% | +25.8% | +75.8% | +71.3% |
| 5Y | +119.8% | +111.1% | +8.8% | +45.9% |
| 10Y | +311.7% | +206.6% | +105.2% | +112.3% |
| All | +949.4% | +996.5% | -47.1% | +180.7% |
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