+433.8%
MAR vs HRB
+209.1%
+224.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -0.5% | -8.0% | +7.5% | +1.9% |
| 30D | -5.4% | -16.0% | +10.5% | -0.7% |
| 3M | -15.5% | +26.9% | -42.4% | -22.2% |
| 6M | +3.0% | +51.1% | -48.2% | -11.7% |
| YTD | +8.5% | +7.1% | +1.5% | +3.6% |
| 1Y | +26.0% | -9.6% | +35.6% | +27.0% |
| 3Y | +68.6% | +25.4% | +43.2% | +47.0% |
| 5Y | +157.4% | +114.9% | +42.5% | +77.8% |
| All | +433.8% | +209.1% | +224.7% | +207.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling