+15.9%
HRB vs SARO
-7.8%
+23.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.3% |
| 7D | +16.0% | +15.8% | +0.3% | +15.6% |
| 30D | +32.1% | +22.2% | +9.9% | +31.4% |
| 3M | +21.5% | -16.2% | +37.7% | +19.3% |
| 6M | +82.1% | +4.6% | +77.5% | +78.8% |
| YTD | +31.6% | -10.4% | +42.0% | +32.7% |
| 1Y | +15.9% | -6.5% | +22.4% | +16.3% |
| All | +15.9% | -7.8% | +23.7% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling