+112.0%
IBM vs HRB
+112.6%
-0.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | +0.2% |
| 7D | +0.3% | -9.1% | +9.4% | +2.3% |
| 30D | -1.5% | +0.3% | -1.7% | -2.0% |
| 3M | -16.8% | +23.4% | -40.1% | -21.1% |
| 6M | -9.0% | +45.1% | -54.2% | -17.4% |
| YTD | -20.1% | +8.9% | -28.9% | -23.4% |
| 1Y | -7.0% | -7.9% | +0.9% | -8.1% |
| 3Y | +72.4% | +27.9% | +44.5% | +58.4% |
| 5Y | +112.0% | +108.3% | +3.7% | +82.6% |
| All | +112.0% | +112.6% | -0.6% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling