+154.9%
MAR vs HRB
+111.1%
+43.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.1% |
| 7D | -0.5% | -10.6% | +10.1% | +1.4% |
| 30D | -4.7% | -0.8% | -3.8% | -4.8% |
| 3M | -15.6% | +19.1% | -34.7% | -18.7% |
| 6M | +1.2% | +48.7% | -47.5% | -7.1% |
| YTD | +7.5% | +7.1% | +0.4% | +6.3% |
| 1Y | +26.6% | -8.3% | +34.9% | +29.9% |
| 3Y | +66.0% | +25.8% | +40.1% | +52.6% |
| All | +154.9% | +111.1% | +43.8% | +103.7% |
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