+72.1%
MA vs HRB
+36.2%
+35.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.2% |
| 7D | +2.3% | +2.7% | -0.4% | +1.9% |
| 30D | +14.7% | +22.1% | -7.4% | +10.9% |
| 3M | +13.5% | +15.7% | -2.2% | +10.4% |
| 6M | +33.1% | +83.3% | -50.2% | +19.0% |
| YTD | +15.1% | +25.0% | -9.9% | +10.2% |
| 1Y | +18.7% | +6.9% | +11.8% | +16.9% |
| 3Y | +72.1% | +39.0% | +33.0% | +64.8% |
| All | +72.1% | +36.2% | +35.8% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling