+436.0%
META vs HRB
+252.0%
+184.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.3% | -4.0% | +7.3% | +3.9% |
| 30D | -10.8% | +15.8% | -26.5% | -13.1% |
| 3M | +7.9% | +12.0% | -4.1% | +5.1% |
| 6M | +5.4% | +40.7% | -35.4% | -1.5% |
| YTD | -2.6% | +21.0% | -23.6% | -7.0% |
| 1Y | +1.9% | +11.7% | -9.8% | -1.4% |
| 3Y | +97.0% | +25.0% | +72.0% | +82.2% |
| 5Y | +97.6% | +141.0% | -43.4% | +57.8% |
| 10Y | +436.0% | +241.3% | +194.8% | +287.6% |
| All | +436.0% | +252.0% | +184.1% | +287.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling