+1,405.1%
HRB vs SPY
+3,034.0%
-1,628.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | -5.1% | +2.6% | -7.7% | -7.2% |
| 30D | +8.7% | -2.0% | +10.6% | +10.0% |
| 3M | -5.4% | -2.8% | -2.6% | -3.6% |
| 6M | +41.6% | +2.1% | +39.4% | +37.6% |
| YTD | +18.7% | +11.5% | +7.2% | +6.8% |
| 1Y | +16.4% | +13.5% | +3.0% | +3.1% |
| 3Y | +22.0% | +77.7% | -55.7% | -28.2% |
| 5Y | +141.2% | +72.6% | +68.6% | +43.5% |
| 10Y | +223.1% | +308.2% | -85.0% | -7.7% |
| All | +1,405.1% | +3,034.0% | -1,628.8% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling