+966.8%
MOD vs HRB
+246.2%
+720.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.2% | +13.1% | +10.8% |
| 7D | -13.9% | -2.4% | -11.5% | -13.8% |
| 30D | -41.5% | +15.7% | -57.3% | -44.8% |
| 3M | -45.7% | +11.4% | -57.1% | -48.7% |
| 6M | -61.1% | +40.7% | -101.8% | -66.8% |
| YTD | -20.5% | +21.0% | -41.5% | -29.8% |
| 1Y | -32.1% | +7.2% | -39.4% | -37.2% |
| 3Y | +146.5% | +29.2% | +117.3% | +99.7% |
| 5Y | +812.7% | +142.3% | +670.4% | +439.2% |
| 10Y | +966.8% | +253.1% | +713.8% | +415.3% |
| All | +966.8% | +246.2% | +720.6% | +415.3% |
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 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