+2,574.6%
IBM vs HRB
+3,493.2%
-918.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -1.7% | -8.1% | +6.4% | +0.2% |
| 30D | +10.1% | +15.0% | -4.9% | +6.2% |
| 3M | +4.8% | +10.2% | -5.4% | +1.6% |
| 6M | +12.6% | +44.2% | -31.6% | +2.0% |
| YTD | -13.9% | +21.0% | -34.9% | -19.3% |
| 1Y | -18.7% | +12.0% | -30.7% | -22.5% |
| 3Y | +81.9% | +24.9% | +57.0% | +66.6% |
| 5Y | +148.3% | +144.6% | +3.7% | +89.1% |
| 10Y | +143.6% | +229.4% | -85.8% | +62.4% |
| All | +2,574.6% | +3,493.2% | -918.6% | +732.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling