+425.3%
M vs HRB
+1,721.3%
-1,296.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +4.1% |
| 7D | +4.7% | -5.7% | +10.4% | +7.0% |
| 30D | -9.6% | +7.9% | -17.5% | -13.2% |
| 3M | +0.9% | +32.1% | -31.3% | -11.3% |
| 6M | +22.3% | +62.2% | -40.0% | -3.3% |
| YTD | +6.5% | +16.4% | -9.9% | -4.8% |
| 1Y | +38.8% | -0.3% | +39.0% | +31.5% |
| 3Y | +115.9% | +36.0% | +79.9% | +76.7% |
| 5Y | +28.6% | +125.2% | -96.6% | -16.2% |
| 10Y | -2.5% | +237.7% | -240.2% | -47.9% |
| All | +425.3% | +1,721.3% | -1,296.0% | +56.3% |
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