+84.7%
META vs HRB
+143.9%
-59.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +3.1% | -7.8% | +10.8% | +4.0% |
| 30D | -18.2% | +15.7% | -34.0% | -19.8% |
| 3M | +7.8% | -5.5% | +13.3% | +8.3% |
| 6M | +3.6% | +41.1% | -37.5% | -1.6% |
| YTD | -5.3% | +20.4% | -25.6% | -7.7% |
| 1Y | +2.7% | +15.2% | -12.5% | +0.8% |
| 3Y | +91.5% | +24.3% | +67.2% | +77.9% |
| 5Y | +84.7% | +144.7% | -60.0% | +44.1% |
| All | +84.7% | +143.9% | -59.2% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling