+89.2%
IT vs HRB
+221.6%
-132.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.2% |
| 7D | +1.1% | -5.1% | +6.2% | +2.8% |
| 30D | -1.8% | +8.7% | -10.5% | -4.5% |
| 3M | +4.8% | -5.4% | +10.2% | +6.7% |
| 6M | +33.0% | +41.6% | -8.6% | +19.0% |
| YTD | -23.8% | +18.7% | -42.5% | -28.7% |
| 1Y | -16.5% | +16.4% | -33.0% | -21.5% |
| 3Y | -53.6% | +22.0% | -75.6% | -57.8% |
| 5Y | -42.1% | +141.2% | -183.4% | -57.8% |
| All | +89.2% | +221.6% | -132.4% | +17.8% |
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 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