+340.8%
HPE vs HRB
+109.9%
+230.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.7% | -6.2% |
| 7D | +1.4% | -12.2% | +13.6% | +2.8% |
| 30D | +1.5% | -3.0% | +4.5% | +1.7% |
| 3M | +21.7% | +21.7% | 0.0% | +18.5% |
| 6M | +164.2% | +52.3% | +111.8% | +147.7% |
| YTD | +132.1% | +6.5% | +125.6% | +130.6% |
| 1Y | +130.6% | -6.7% | +137.3% | +134.3% |
| 3Y | +244.1% | +25.1% | +219.0% | +215.9% |
| 5Y | +340.8% | +113.8% | +227.0% | +274.7% |
| All | +340.8% | +109.9% | +230.9% | +274.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling