+2,768.0%
HPQ vs HRB
+3,134.5%
-366.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.5% | +2.0% | -2.6% |
| 7D | -0.5% | -9.1% | +8.6% | +2.3% |
| 30D | +3.7% | +0.3% | +3.5% | +3.0% |
| 3M | +24.3% | +23.4% | +0.9% | +15.7% |
| 6M | +64.8% | +45.1% | +19.6% | +44.5% |
| YTD | +43.9% | +8.9% | +35.0% | +36.8% |
| 1Y | +11.7% | -7.9% | +19.6% | +11.3% |
| 3Y | +19.7% | +27.9% | -8.3% | +5.3% |
| 5Y | +32.2% | +108.3% | -76.1% | -2.7% |
| 10Y | +198.9% | +208.4% | -9.5% | +80.5% |
| All | +2,768.0% | +3,134.5% | -366.5% | +567.6% |
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