+8.5%
IR vs HRB
+28.7%
-20.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.8% | -1.0% |
| 7D | +0.6% | -9.1% | +9.7% | +1.5% |
| 30D | -13.6% | +0.3% | -13.9% | -13.8% |
| 3M | +3.7% | +23.4% | -19.7% | +1.1% |
| 6M | -13.1% | +45.1% | -58.2% | -17.0% |
| YTD | -5.1% | +8.9% | -14.0% | -4.5% |
| 1Y | -6.5% | -7.9% | +1.5% | -2.5% |
| 3Y | +8.5% | +27.9% | -19.4% | -3.4% |
| All | +8.5% | +28.7% | -20.2% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling