-46.3%
IT vs HRB
+104.8%
-151.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.1% |
| 7D | -9.1% | -10.6% | +1.5% | -5.4% |
| 30D | -12.2% | -0.8% | -11.3% | -12.5% |
| 3M | +7.8% | +19.1% | -11.2% | +1.3% |
| 6M | +2.0% | +48.7% | -46.7% | -10.9% |
| YTD | -32.7% | +7.1% | -39.8% | -35.5% |
| 1Y | -31.1% | -8.3% | -22.8% | -31.4% |
| 3Y | -52.1% | +25.8% | -77.9% | -57.0% |
| 5Y | -46.3% | +111.1% | -157.4% | -56.8% |
| All | -46.3% | +104.8% | -151.1% | -56.8% |
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 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