+10.4%
LVS vs HRB
+111.1%
-100.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.2% |
| 7D | -2.7% | -10.6% | +7.9% | -1.1% |
| 30D | -4.7% | -0.8% | -3.9% | -4.8% |
| 3M | -15.6% | +19.1% | -34.6% | -18.3% |
| 6M | -18.6% | +48.7% | -67.3% | -24.3% |
| YTD | -32.3% | +7.1% | -39.4% | -33.4% |
| 1Y | -18.0% | -8.3% | -9.7% | -17.2% |
| 3Y | -5.8% | +25.8% | -31.7% | -13.0% |
| All | +10.4% | +111.1% | -100.7% | -16.8% |
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