+57.4%
LH vs HRB
+25.2%
+32.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.3% |
| 7D | -7.4% | -12.2% | +4.8% | -6.1% |
| 30D | -4.6% | -3.0% | -1.6% | -4.5% |
| 3M | +14.5% | +21.7% | -7.2% | +11.4% |
| 6M | +14.8% | +52.3% | -37.5% | +8.8% |
| YTD | +23.3% | +6.5% | +16.8% | +22.2% |
| 1Y | +13.6% | -6.7% | +20.3% | +14.8% |
| All | +57.4% | +25.2% | +32.2% | +48.6% |
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 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