+1,209.8%
MET vs HRB
+944.6%
+265.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.1% |
| 7D | +1.2% | -5.7% | +6.8% | +3.4% |
| 30D | +1.4% | +7.9% | -6.5% | -2.3% |
| 3M | +17.7% | +32.1% | -14.4% | +4.3% |
| 6M | +35.0% | +62.2% | -27.2% | +7.9% |
| YTD | +26.3% | +16.4% | +9.9% | +14.3% |
| 1Y | +22.8% | -0.3% | +23.1% | +17.6% |
| 3Y | +65.9% | +36.0% | +29.9% | +36.1% |
| 5Y | +85.4% | +125.2% | -39.8% | +18.4% |
| 10Y | +253.7% | +237.7% | +16.0% | +72.1% |
| All | +1,209.8% | +944.6% | +265.2% | +310.9% |
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