-56.5%
LUMN vs HRB
+209.1%
-265.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +2.5% | -8.0% | +10.5% | +4.6% |
| 30D | +10.3% | -16.0% | +26.3% | +14.9% |
| 3M | -18.3% | +26.9% | -45.1% | -24.3% |
| 6M | +4.4% | +51.1% | -46.8% | -10.4% |
| YTD | -10.7% | +7.1% | -17.7% | -14.4% |
| 1Y | +14.0% | -9.6% | +23.6% | +14.9% |
| 3Y | +406.6% | +25.4% | +381.2% | +348.5% |
| 5Y | -36.8% | +114.9% | -151.7% | -54.5% |
| All | -56.5% | +209.1% | -265.6% | -72.4% |
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 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