+243.8%
HPQ vs HRB
+209.1%
+34.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.5% | +7.9% | +8.3% |
| 7D | +9.8% | -8.0% | +17.8% | +12.3% |
| 30D | +22.4% | -16.0% | +38.3% | +28.0% |
| 3M | +45.2% | +26.9% | +18.3% | +34.9% |
| 6M | +96.4% | +51.1% | +45.3% | +72.2% |
| YTD | +65.4% | +7.1% | +58.3% | +59.3% |
| 1Y | +31.6% | -9.6% | +41.2% | +32.7% |
| 3Y | +37.0% | +25.4% | +11.6% | +21.8% |
| 5Y | +53.0% | +114.9% | -61.9% | +11.9% |
| All | +243.8% | +209.1% | +34.7% | +113.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling