-16.7%
IBM vs HRB
+13.5%
-30.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | +1.6% | -5.1% | +6.7% | +2.9% |
| 30D | +9.2% | +8.7% | +0.5% | +6.7% |
| 3M | +4.9% | -5.4% | +10.3% | +5.9% |
| 6M | +16.8% | +41.6% | -24.8% | +3.9% |
| YTD | -14.3% | +18.7% | -32.9% | -24.1% |
| 1Y | -16.7% | +16.4% | -33.2% | -26.4% |
| All | -16.7% | +13.5% | -30.2% | -26.4% |
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