+274.5%
IR vs HRB
+146.3%
+128.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -3.1% | -12.2% | +9.1% | +0.3% |
| 30D | -14.0% | -3.0% | -11.1% | -13.8% |
| 3M | +3.7% | +21.7% | -18.0% | -2.9% |
| 6M | -15.4% | +52.3% | -67.7% | -26.9% |
| YTD | -7.7% | +6.5% | -14.2% | -11.5% |
| 1Y | -8.8% | -6.7% | -2.1% | -9.0% |
| 3Y | +5.6% | +25.1% | -19.5% | -6.9% |
| 5Y | +34.3% | +113.8% | -79.4% | -3.2% |
| All | +274.5% | +146.3% | +128.2% | +133.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling