+52.3%
LVS vs HRB
+325.3%
-273.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.3% |
| 7D | -1.5% | -5.7% | +4.2% | +0.8% |
| 30D | -3.2% | +7.9% | -11.1% | -6.9% |
| 3M | -12.0% | +32.1% | -44.1% | -22.6% |
| 6M | -19.9% | +62.2% | -82.1% | -36.6% |
| YTD | -30.6% | +16.4% | -47.0% | -37.5% |
| 1Y | -17.7% | -0.3% | -17.5% | -21.5% |
| 3Y | -14.2% | +36.0% | -50.2% | -31.3% |
| 5Y | +9.6% | +125.2% | -115.6% | -34.1% |
| 10Y | +5.7% | +237.7% | -232.0% | -55.3% |
| All | +52.3% | +325.3% | -273.0% | -51.3% |
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