-51.6%
IT vs HRB
+25.9%
-77.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.0% |
| 7D | -9.1% | -10.6% | +1.5% | -4.9% |
| 30D | -12.2% | -0.8% | -11.3% | -12.6% |
| 3M | +7.8% | +19.1% | -11.2% | +0.3% |
| 6M | +2.0% | +48.7% | -46.7% | -12.1% |
| YTD | -32.7% | +7.1% | -39.8% | -36.4% |
| 1Y | -31.1% | -8.3% | -22.8% | -32.6% |
| All | -51.6% | +25.9% | -77.5% | -57.3% |
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