+197.6%
HRB vs SPY
+318.9%
-121.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | -12.2% | -2.0% | -10.2% | -10.8% |
| 30D | -3.0% | -1.7% | -1.3% | -1.7% |
| 3M | +21.7% | +4.7% | +17.0% | +17.0% |
| 6M | +52.3% | +12.5% | +39.8% | +37.5% |
| YTD | +6.5% | +11.7% | -5.2% | -3.3% |
| 1Y | -6.7% | +17.5% | -24.2% | -19.0% |
| 3Y | +25.1% | +76.6% | -51.4% | -25.5% |
| 5Y | +113.8% | +82.0% | +31.7% | +21.9% |
| All | +197.6% | +318.9% | -121.3% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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