+6,288.2%
MS vs HRB
+1,298.6%
+4,989.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +2.1% |
| 7D | +1.4% | -5.7% | +7.0% | +4.1% |
| 30D | -0.3% | +7.9% | -8.2% | -4.7% |
| 3M | +0.3% | +32.1% | -31.8% | -14.1% |
| 6M | +31.3% | +62.2% | -30.9% | -1.0% |
| YTD | +24.7% | +16.4% | +8.3% | +9.5% |
| 1Y | +47.9% | -0.3% | +48.2% | +38.8% |
| 3Y | +178.3% | +36.0% | +142.3% | +115.7% |
| 5Y | +144.9% | +125.2% | +19.7% | +39.2% |
| 10Y | +804.5% | +237.7% | +566.9% | +258.9% |
| All | +6,288.2% | +1,298.6% | +4,989.6% | +1,151.1% |
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 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