+46.8%
IR vs HRB
+142.1%
-95.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.2% | +7.9% | +5.2% |
| 7D | +5.0% | -2.4% | +7.4% | +5.4% |
| 30D | +10.3% | +15.7% | -5.4% | +7.2% |
| 3M | -0.1% | +11.4% | -11.5% | -2.7% |
| 6M | +14.8% | +40.7% | -26.0% | +6.2% |
| YTD | +9.7% | +21.0% | -11.2% | +5.3% |
| 1Y | +12.2% | +7.2% | +5.0% | +11.3% |
| 3Y | +30.0% | +29.2% | +0.8% | +18.0% |
| 5Y | +46.8% | +142.3% | -95.5% | +11.7% |
| All | +46.8% | +142.1% | -95.3% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling