-6.1%
M vs HRB
+205.6%
-211.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.5% |
| 7D | -4.1% | -10.6% | +6.6% | +0.5% |
| 30D | -13.6% | -0.8% | -12.8% | -14.5% |
| 3M | -2.3% | +19.1% | -21.3% | -11.8% |
| 6M | +21.9% | +48.7% | -26.8% | -3.8% |
| YTD | -0.6% | +7.1% | -7.7% | -8.7% |
| 1Y | +29.7% | -8.3% | +38.0% | +28.5% |
| 3Y | +107.3% | +25.8% | +81.4% | +67.0% |
| 5Y | +20.5% | +111.1% | -90.6% | -29.9% |
| 10Y | -6.1% | +206.6% | -212.7% | -59.4% |
| All | -6.1% | +205.6% | -211.7% | -59.4% |
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