-20.0%
LVS vs HRB
-6.2%
-13.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -3.5% | -8.0% | +4.6% | -3.1% |
| 30D | -6.2% | -16.0% | +9.7% | -5.6% |
| 3M | -14.8% | +26.9% | -41.7% | -15.6% |
| 6M | -20.9% | +51.1% | -72.0% | -21.7% |
| YTD | -33.0% | +7.1% | -40.1% | -36.7% |
| 1Y | -20.0% | -9.6% | -10.4% | -25.6% |
| All | -20.0% | -6.2% | -13.8% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling