+1,682.0%
MAS vs HRB
+3,809.7%
-2,127.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.4% | +1.3% | +4.3% |
| 7D | +14.2% | +16.0% | -1.9% | +9.3% |
| 30D | +26.8% | +32.1% | -5.3% | +16.8% |
| 3M | +13.1% | +21.5% | -8.4% | +5.9% |
| 6M | +27.9% | +82.1% | -54.2% | +4.0% |
| YTD | +38.7% | +31.6% | +7.0% | +23.0% |
| 1Y | +40.4% | +15.9% | +24.5% | +29.3% |
| 3Y | +66.1% | +43.2% | +22.9% | +39.9% |
| 5Y | +47.4% | +166.4% | -118.9% | -0.2% |
| 10Y | +238.3% | +273.1% | -34.8% | +86.0% |
| All | +1,682.0% | +3,809.7% | -2,127.7% | +361.3% |
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