+100.0%
IT vs HRB
+209.1%
-109.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.7% | +5.1% |
| 7D | -3.7% | -8.0% | +4.4% | -1.0% |
| 30D | +0.1% | -16.0% | +16.0% | +5.8% |
| 3M | +20.7% | +26.9% | -6.2% | +11.8% |
| 6M | +12.0% | +51.1% | -39.2% | -2.0% |
| YTD | -28.8% | +7.1% | -35.9% | -31.1% |
| 1Y | -25.5% | -9.6% | -15.9% | -24.6% |
| 3Y | -48.8% | +25.4% | -74.2% | -53.6% |
| 5Y | -42.7% | +114.9% | -157.7% | -56.7% |
| All | +100.0% | +209.1% | -109.2% | +28.9% |
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