+155.0%
HPE vs HRB
-6.2%
+161.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +11.9% | +12.5% |
| 7D | +19.4% | -8.0% | +27.4% | +18.8% |
| 30D | +5.6% | -16.0% | +21.6% | +4.7% |
| 3M | +33.1% | +26.9% | +6.2% | +36.3% |
| 6M | +192.5% | +51.1% | +141.3% | +202.7% |
| YTD | +160.9% | +7.1% | +153.9% | +154.5% |
| 1Y | +155.0% | -9.6% | +164.6% | +141.5% |
| All | +155.0% | -6.2% | +161.1% | +141.5% |
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 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