+132.4%
LEN vs HRB
+221.6%
-89.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.4% |
| 7D | -5.8% | -5.1% | -0.7% | -4.4% |
| 30D | +13.7% | +8.7% | +5.0% | +11.1% |
| 3M | -3.9% | -5.4% | +1.5% | -2.6% |
| 6M | -0.4% | +41.6% | -41.9% | -11.4% |
| YTD | -16.8% | +18.7% | -35.5% | -23.0% |
| 1Y | -29.5% | +16.4% | -45.9% | -34.4% |
| 3Y | -25.6% | +22.0% | -47.6% | -33.8% |
| 5Y | -13.2% | +141.2% | -154.5% | -41.6% |
| All | +132.4% | +221.6% | -89.2% | +27.1% |
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