+398.8%
HL vs HRB
+25.2%
+373.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -4.0% |
| 7D | -5.6% | -12.2% | +6.6% | -5.9% |
| 30D | +12.7% | -3.0% | +15.7% | +12.9% |
| 3M | +42.5% | +21.7% | +20.8% | +44.0% |
| 6M | -9.0% | +52.3% | -61.3% | -8.8% |
| YTD | +4.4% | +6.5% | -2.1% | +6.4% |
| 1Y | +82.7% | -6.7% | +89.3% | +87.4% |
| All | +398.8% | +25.2% | +373.6% | +372.5% |
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 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