+28.2%
M vs HRB
+112.6%
-84.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -1.1% |
| 7D | +2.4% | -9.1% | +11.4% | +4.6% |
| 30D | -11.6% | +0.3% | -11.9% | -12.3% |
| 3M | +1.6% | +23.4% | -21.8% | -5.1% |
| 6M | +25.2% | +45.1% | -19.9% | +10.0% |
| YTD | +3.8% | +8.9% | -5.1% | +1.3% |
| 1Y | +36.3% | -7.9% | +44.3% | +41.9% |
| 3Y | +116.3% | +27.9% | +88.4% | +90.3% |
| 5Y | +28.2% | +108.3% | -80.2% | -5.6% |
| All | +28.2% | +112.6% | -84.4% | -5.6% |
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