+800.7%
MSCI vs HRB
+252.0%
+548.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.7% | -4.0% | +6.7% | +3.7% |
| 30D | +16.2% | +15.8% | +0.5% | +12.4% |
| 3M | +17.1% | +12.0% | +5.0% | +13.6% |
| 6M | +13.0% | +40.7% | -27.7% | +3.9% |
| YTD | +15.8% | +21.0% | -5.2% | +9.2% |
| 1Y | +15.5% | +11.7% | +3.8% | +10.8% |
| 3Y | +32.3% | +25.0% | +7.4% | +21.2% |
| 5Y | +8.2% | +141.0% | -132.9% | -15.5% |
| 10Y | +800.7% | +241.3% | +559.4% | +528.6% |
| All | +800.7% | +252.0% | +548.7% | +528.6% |
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