+256.9%
HL vs HRB
+209.1%
+47.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -4.4% | -8.0% | +3.7% | -3.0% |
| 30D | +9.3% | -16.0% | +25.3% | +12.5% |
| 3M | +32.0% | +26.9% | +5.1% | +25.6% |
| 6M | -6.4% | +51.1% | -57.6% | -15.1% |
| YTD | +3.1% | +7.1% | -3.9% | +0.1% |
| 1Y | +77.6% | -9.6% | +87.2% | +78.3% |
| 3Y | +392.8% | +25.4% | +367.4% | +348.4% |
| 5Y | +234.1% | +114.9% | +119.2% | +161.7% |
| All | +256.9% | +209.1% | +47.8% | +158.5% |
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