+140.5%
IBM vs HRB
+209.3%
-68.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.8% |
| 7D | +3.6% | -10.6% | +14.2% | +6.5% |
| 30D | +1.5% | -0.8% | +2.4% | +1.1% |
| 3M | -12.9% | +19.1% | -32.0% | -17.4% |
| 6M | -3.9% | +48.7% | -52.6% | -14.9% |
| YTD | -17.3% | +7.1% | -24.4% | -20.4% |
| 1Y | -5.0% | -8.3% | +3.3% | -5.1% |
| 3Y | +78.2% | +25.8% | +52.4% | +61.1% |
| 5Y | +120.6% | +111.1% | +9.5% | +68.6% |
| All | +140.5% | +209.3% | -68.8% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling