+571.9%
HPE vs HRB
+114.7%
+457.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.4% |
| 7D | +7.9% | -5.1% | +12.9% | +9.0% |
| 30D | -23.5% | +8.7% | -32.2% | -25.3% |
| 3M | -19.1% | -5.4% | -13.7% | -18.8% |
| 6M | +51.4% | +41.6% | +9.8% | +36.8% |
| YTD | +103.4% | +18.7% | +84.8% | +89.9% |
| 1Y | +114.4% | +16.4% | +98.0% | +100.9% |
| 3Y | +224.7% | +22.0% | +202.7% | +190.9% |
| 5Y | +277.8% | +141.2% | +136.5% | +169.8% |
| 10Y | +371.1% | +223.1% | +147.9% | +196.1% |
| All | +571.9% | +114.7% | +457.2% | +319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling