+71.6%
IBM vs HRB
+28.0%
+43.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | +0.3% |
| 7D | +0.3% | -9.1% | +9.4% | +2.5% |
| 30D | -1.5% | +0.3% | -1.7% | -2.1% |
| 3M | -16.8% | +23.4% | -40.1% | -21.7% |
| 6M | -9.0% | +45.1% | -54.2% | -18.4% |
| YTD | -20.1% | +8.9% | -28.9% | -24.1% |
| 1Y | -7.0% | -7.9% | +0.9% | -8.7% |
| All | +71.6% | +28.0% | +43.5% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling