-42.5%
IT vs HRB
+143.9%
-186.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -3.7% | -7.8% | +4.1% | -0.7% |
| 30D | -3.1% | +15.7% | -18.8% | -8.2% |
| 3M | +6.3% | -5.5% | +11.9% | +8.3% |
| 6M | +24.8% | +41.1% | -16.4% | +10.3% |
| YTD | -24.4% | +20.4% | -44.7% | -30.6% |
| 1Y | -17.1% | +15.2% | -32.3% | -23.1% |
| 3Y | -53.6% | +24.3% | -78.0% | -58.8% |
| 5Y | -42.5% | +144.7% | -187.2% | -59.4% |
| All | -42.5% | +143.9% | -186.4% | -59.4% |
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