+73.1%
MA vs HRB
+126.2%
-53.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.3% |
| 7D | -2.7% | -5.7% | +3.0% | -1.5% |
| 30D | +1.5% | +7.9% | -6.4% | -0.5% |
| 3M | +20.4% | +32.1% | -11.7% | +12.6% |
| 6M | +11.1% | +62.2% | -51.1% | -1.3% |
| YTD | +2.0% | +16.4% | -14.4% | -2.3% |
| 1Y | -2.2% | -0.3% | -1.9% | -2.9% |
| 3Y | +41.9% | +36.0% | +5.9% | +27.3% |
| All | +73.1% | +126.2% | -53.2% | +31.9% |
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