+28.6%
LH vs HRB
+114.1%
-85.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -4.7% | -8.0% | +3.3% | -3.7% |
| 30D | -3.5% | -16.0% | +12.5% | -1.4% |
| 3M | +17.7% | +26.9% | -9.2% | +13.5% |
| 6M | +15.8% | +51.1% | -35.4% | +8.8% |
| YTD | +25.1% | +7.1% | +18.0% | +23.1% |
| 1Y | +12.5% | -9.6% | +22.1% | +13.6% |
| 3Y | +59.8% | +25.4% | +34.4% | +51.2% |
| All | +28.6% | +114.1% | -85.5% | +15.4% |
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