-82.0%
IRE vs HRB
-6.2%
-75.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -6.5% | +16.7% | +5.7% |
| 7D | +58.9% | -9.1% | +68.0% | +49.8% |
| 30D | +17.2% | +0.3% | +16.9% | +17.0% |
| 3M | -58.6% | +23.4% | -82.0% | -49.3% |
| 6M | -23.5% | +45.1% | -68.6% | +4.7% |
| YTD | -47.4% | +8.9% | -56.3% | -37.9% |
| All | -82.0% | -6.2% | -75.8% | -67.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling