+3,168.2%
MAR vs HRB
+945.8%
+2,222.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | +0.1% |
| 7D | +1.6% | -5.1% | +6.7% | +3.3% |
| 30D | +13.8% | +8.7% | +5.1% | +10.5% |
| 3M | +20.3% | -5.4% | +25.7% | +21.7% |
| 6M | +21.3% | +41.6% | -20.2% | +6.0% |
| YTD | +37.2% | +18.7% | +18.6% | +24.3% |
| 1Y | +48.4% | +16.4% | +32.0% | +35.3% |
| 3Y | +120.1% | +22.0% | +98.1% | +92.1% |
| 5Y | +182.1% | +141.2% | +40.9% | +87.2% |
| 10Y | +530.2% | +223.1% | +307.1% | +246.5% |
| All | +3,168.2% | +945.8% | +2,222.4% | +966.8% |
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 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