+4.7%
MKTX vs HRB
+16.9%
-12.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.2% |
| 7D | +0.5% | +16.0% | -15.6% | +0.1% |
| 30D | +1.0% | +32.1% | -31.1% | +0.1% |
| 3M | +2.5% | +21.5% | -19.0% | +1.8% |
| 6M | +8.0% | +82.1% | -74.1% | +1.7% |
| YTD | -7.3% | +31.6% | -38.9% | -9.3% |
| 1Y | +4.7% | +15.9% | -11.2% | +1.7% |
| All | +4.7% | +16.9% | -12.2% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling