+677.7%
HPE vs HRB
+97.1%
+580.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -6.5% | +14.2% | +9.2% |
| 7D | +10.1% | -9.1% | +19.2% | +12.4% |
| 30D | +5.3% | +0.3% | +5.0% | +4.9% |
| 3M | +12.7% | +23.4% | -10.7% | +6.1% |
| 6M | +167.7% | +45.1% | +122.5% | +139.1% |
| YTD | +135.5% | +8.9% | +126.6% | +125.8% |
| 1Y | +143.4% | -7.9% | +151.3% | +143.2% |
| 3Y | +249.2% | +27.9% | +221.2% | +208.5% |
| 5Y | +343.8% | +108.3% | +235.5% | +231.4% |
| 10Y | +495.9% | +208.4% | +287.4% | +284.5% |
| All | +677.7% | +97.1% | +580.6% | +398.5% |
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 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