+25.4%
HRB vs BG
+18.0%
+7.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.6% |
| 7D | -8.0% | +3.1% | -11.1% | -8.2% |
| 30D | -16.0% | +10.2% | -26.2% | -16.5% |
| 3M | +26.9% | -1.7% | +28.5% | +27.2% |
| 6M | +51.1% | +1.0% | +50.1% | +50.9% |
| YTD | +7.1% | +39.9% | -32.9% | +1.5% |
| 1Y | -9.6% | +53.2% | -62.8% | -15.6% |
| 3Y | +25.4% | +16.3% | +9.1% | +27.6% |
| All | +25.4% | +18.0% | +7.4% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling