+1,330.6%
HST vs HRB
+3,357.9%
-2,027.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.7% |
| 7D | -1.0% | -5.7% | +4.6% | +1.1% |
| 30D | -12.3% | +7.9% | -20.2% | -15.3% |
| 3M | -6.4% | +32.1% | -38.5% | -16.6% |
| 6M | +15.0% | +62.2% | -47.2% | -7.2% |
| YTD | +30.5% | +16.4% | +14.1% | +18.5% |
| 1Y | +35.7% | -0.3% | +35.9% | +30.1% |
| 3Y | +68.4% | +36.0% | +32.3% | +39.4% |
| 5Y | +73.1% | +125.2% | -52.1% | +14.0% |
| 10Y | +92.7% | +237.7% | -144.9% | -0.5% |
| All | +1,330.6% | +3,357.9% | -2,027.3% | +186.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling