-3.3%
LVS vs HRB
+209.1%
-212.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -3.5% | -8.0% | +4.6% | -1.4% |
| 30D | -6.2% | -16.0% | +9.7% | -2.0% |
| 3M | -14.8% | +26.9% | -41.7% | -20.8% |
| 6M | -20.9% | +51.1% | -72.0% | -30.6% |
| YTD | -33.0% | +7.1% | -40.1% | -35.7% |
| 1Y | -20.0% | -9.6% | -10.4% | -19.6% |
| 3Y | -6.9% | +25.4% | -32.3% | -17.7% |
| 5Y | +9.1% | +114.9% | -105.8% | -22.5% |
| All | -3.3% | +209.1% | -212.5% | -40.9% |
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