+15,614.6%
MA vs HRB
+401.9%
+15,212.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.8% |
| 7D | +2.3% | +2.7% | -0.4% | +1.4% |
| 30D | +14.7% | +22.1% | -7.4% | +7.5% |
| 3M | +13.5% | +15.7% | -2.2% | +7.3% |
| 6M | +33.1% | +83.3% | -50.2% | +7.1% |
| YTD | +15.1% | +25.0% | -9.9% | +3.9% |
| 1Y | +18.7% | +6.9% | +11.8% | +12.7% |
| 3Y | +72.1% | +39.0% | +33.0% | +45.9% |
| 5Y | +92.8% | +146.4% | -53.6% | +30.2% |
| 10Y | +571.6% | +254.4% | +317.2% | +257.5% |
| All | +15,614.6% | +401.9% | +15,212.7% | +6,459.1% |
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