-10.3%
M vs HRB
+145.8%
-156.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.4% | -3.6% |
| 7D | -4.3% | +2.7% | -7.0% | -4.8% |
| 30D | +1.3% | +22.1% | -20.8% | -3.3% |
| 3M | -7.4% | +15.7% | -23.1% | -11.2% |
| 6M | +18.3% | +83.3% | -65.0% | -1.8% |
| YTD | +7.6% | +25.0% | -17.4% | +1.9% |
| 1Y | +17.4% | +6.9% | +10.4% | +18.2% |
| 3Y | +108.4% | +39.0% | +69.3% | +82.3% |
| All | -10.3% | +145.8% | -156.1% | -37.5% |
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