+34,839.8%
LOW vs HRB
+3,134.5%
+31,705.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | +0.1% |
| 7D | +0.4% | -9.1% | +9.4% | +3.1% |
| 30D | -10.1% | +0.3% | -10.4% | -10.8% |
| 3M | -2.9% | +23.4% | -26.2% | -9.6% |
| 6M | -19.4% | +45.1% | -64.5% | -29.7% |
| YTD | -15.4% | +8.9% | -24.3% | -20.2% |
| 1Y | -24.9% | -7.9% | -17.0% | -25.6% |
| 3Y | -7.8% | +27.9% | -35.7% | -19.0% |
| 5Y | +8.4% | +108.3% | -99.9% | -20.2% |
| 10Y | +226.8% | +208.4% | +18.4% | +94.0% |
| All | +34,839.8% | +3,134.5% | +31,705.3% | +7,038.4% |
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 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