+277.0%
IR vs HRB
+147.7%
+129.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.6% |
| 7D | -1.9% | -10.6% | +8.7% | +1.0% |
| 30D | -15.0% | -0.8% | -14.2% | -15.4% |
| 3M | -0.4% | +19.1% | -19.5% | -6.2% |
| 6M | -15.0% | +48.7% | -63.8% | -26.1% |
| YTD | -7.1% | +7.1% | -14.2% | -11.0% |
| 1Y | -7.5% | -8.3% | +0.8% | -7.2% |
| 3Y | +6.3% | +25.8% | -19.5% | -6.4% |
| 5Y | +37.3% | +111.1% | -73.8% | -0.6% |
| All | +277.0% | +147.7% | +129.3% | +134.7% |
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