-4.3%
M vs HRB
+252.0%
-256.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +5.0% | -4.0% | +9.1% | +6.9% |
| 30D | +10.6% | +15.8% | -5.1% | +3.7% |
| 3M | +1.6% | +12.0% | -10.4% | -5.0% |
| 6M | +30.8% | +40.7% | -9.9% | +8.9% |
| YTD | +16.9% | +21.0% | -4.1% | +1.5% |
| 1Y | +26.3% | +11.7% | +14.6% | +14.2% |
| 3Y | +158.6% | +25.0% | +133.7% | +112.3% |
| 5Y | +2.1% | +141.0% | -138.9% | -44.1% |
| 10Y | -4.3% | +241.3% | -245.6% | -58.7% |
| All | -4.3% | +252.0% | -256.3% | -58.7% |
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