+76.2%
INVH vs HRB
+205.8%
-129.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -3.0% | -8.0% | +5.0% | -1.2% |
| 30D | -7.5% | -16.0% | +8.4% | -4.0% |
| 3M | -5.5% | +26.9% | -32.4% | -11.2% |
| 6M | +11.7% | +51.1% | -39.4% | -0.2% |
| YTD | +1.3% | +7.1% | -5.7% | -2.0% |
| 1Y | -6.1% | -9.6% | +3.5% | -5.4% |
| 3Y | -9.8% | +25.4% | -35.2% | -17.8% |
| 5Y | -19.7% | +114.9% | -134.6% | -37.8% |
| All | +76.2% | +205.8% | -129.6% | +19.4% |
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 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