+470.7%
HRB vs BG
+1,181.2%
-710.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -10.6% | +0.5% | -11.1% | -10.8% |
| 30D | -0.8% | +10.3% | -11.1% | -3.2% |
| 3M | +19.1% | -1.9% | +21.0% | +18.9% |
| 6M | +48.7% | +5.2% | +43.5% | +45.7% |
| YTD | +7.1% | +41.2% | -34.1% | -2.3% |
| 1Y | -8.3% | +50.5% | -58.9% | -17.9% |
| 3Y | +25.8% | +19.9% | +5.9% | +17.1% |
| 5Y | +111.1% | +86.7% | +24.4% | +73.6% |
| 10Y | +206.6% | +167.5% | +39.1% | +121.4% |
| All | +470.7% | +1,181.2% | -710.4% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling