+12.1%
HLT vs HRB
+1.1%
+11.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.9% |
| 7D | -3.3% | -5.7% | +2.4% | -3.2% |
| 30D | -4.1% | +7.9% | -12.0% | -4.1% |
| 3M | -7.9% | +32.1% | -40.1% | -8.1% |
| 6M | +2.2% | +62.2% | -60.1% | +1.8% |
| YTD | +8.5% | +16.4% | -7.9% | +15.3% |
| 1Y | +12.1% | -0.3% | +12.4% | +21.9% |
| All | +12.1% | +1.1% | +11.1% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling