+7.1%
LOW vs HRB
+140.6%
-133.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +1.4% | -5.1% | +6.5% | +2.4% |
| 30D | +21.7% | +8.7% | +13.0% | +20.0% |
| 3M | +5.0% | -5.4% | +10.4% | +5.8% |
| 6M | +4.6% | +41.6% | -37.0% | -2.5% |
| YTD | -3.5% | +18.7% | -22.1% | -6.5% |
| 1Y | +0.5% | +16.4% | -15.9% | -2.1% |
| 3Y | +24.8% | +22.0% | +2.8% | +17.7% |
| All | +7.1% | +140.6% | -133.5% | -14.3% |
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