-2.2%
MA vs HRB
-9.2%
+6.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -3.5% | -10.6% | +7.1% | -1.9% |
| 30D | +0.8% | -0.8% | +1.6% | +0.6% |
| 3M | +14.8% | +19.1% | -4.3% | +10.5% |
| 6M | +10.0% | +48.7% | -38.7% | +2.1% |
| YTD | -0.1% | +7.1% | -7.2% | +1.5% |
| 1Y | -2.2% | -8.3% | +6.1% | +3.6% |
| All | -2.2% | -9.2% | +6.9% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling