+6,045.6%
IT vs HRB
+1,332.3%
+4,713.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.6% | -3.4% |
| 7D | -6.0% | -5.7% | -0.4% | -4.3% |
| 30D | 0.0% | +7.9% | -7.9% | -3.0% |
| 3M | +13.1% | +32.1% | -19.1% | +3.7% |
| 6M | +11.7% | +62.2% | -50.5% | -4.0% |
| YTD | -26.1% | +16.4% | -42.5% | -30.0% |
| 1Y | -21.3% | -0.3% | -21.0% | -22.2% |
| 3Y | -46.7% | +36.0% | -82.8% | -52.8% |
| 5Y | -40.5% | +125.2% | -165.7% | -55.6% |
| 10Y | +103.9% | +237.7% | -133.8% | +24.7% |
| All | +6,045.6% | +1,332.3% | +4,713.4% | +1,939.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling