-2.5%
IBM vs HRB
+1.1%
-3.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.0% |
| 7D | -0.3% | -5.7% | +5.4% | +1.1% |
| 30D | +0.3% | +7.9% | -7.6% | -2.1% |
| 3M | -21.6% | +32.1% | -53.7% | -27.9% |
| 6M | -4.7% | +62.2% | -66.9% | -17.6% |
| YTD | -19.1% | +16.4% | -35.5% | -26.8% |
| 1Y | -2.5% | -0.3% | -2.2% | -9.8% |
| All | -2.5% | +1.1% | -3.6% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling