+86.5%
HST vs HRB
+141.1%
-54.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +0.6% | -4.0% | +4.6% | +1.4% |
| 30D | +14.5% | +15.8% | -1.3% | +10.9% |
| 3M | +15.4% | +12.0% | +3.4% | +12.0% |
| 6M | +22.0% | +40.7% | -18.8% | +12.3% |
| YTD | +54.9% | +21.0% | +33.9% | +47.9% |
| 1Y | +54.0% | +11.7% | +42.3% | +50.4% |
| 3Y | +90.4% | +25.0% | +65.5% | +73.9% |
| All | +86.5% | +141.1% | -54.6% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 5y: compounded portfolio wealth divided by compounded HRB 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…
5y analysis · Full analysis span regression · 6 months rolling