+336.0%
IR vs HRB
+179.8%
+156.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | -8.1% | +9.2% | +3.2% |
| 30D | +7.6% | +15.0% | -7.5% | +3.3% |
| 3M | +0.1% | +10.2% | -10.1% | -3.6% |
| 6M | +14.0% | +44.2% | -30.3% | +1.2% |
| YTD | +7.5% | +21.0% | -13.5% | -0.9% |
| 1Y | +10.1% | +12.0% | -1.9% | +3.9% |
| 3Y | +24.9% | +24.9% | -0.1% | +10.7% |
| 5Y | +46.9% | +144.6% | -97.7% | +1.7% |
| All | +336.0% | +179.8% | +156.2% | +161.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling