+2,460.4%
MAR vs HRB
+844.0%
+1,616.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.4% |
| 7D | -0.5% | -10.6% | +10.1% | +3.2% |
| 30D | -4.7% | -0.8% | -3.8% | -5.0% |
| 3M | -15.6% | +19.1% | -34.7% | -21.4% |
| 6M | +1.2% | +48.7% | -47.5% | -14.1% |
| YTD | +7.5% | +7.1% | +0.4% | +1.2% |
| 1Y | +26.6% | -8.3% | +34.9% | +25.4% |
| 3Y | +66.0% | +25.8% | +40.1% | +43.2% |
| 5Y | +154.1% | +111.1% | +43.0% | +76.8% |
| 10Y | +441.9% | +206.6% | +235.3% | +203.7% |
| All | +2,460.4% | +844.0% | +1,616.4% | +768.3% |
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