+605.8%
MSCI vs HRB
+213.0%
+392.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.7% | -2.3% |
| 7D | -2.1% | -9.1% | +7.0% | 0.0% |
| 30D | -1.7% | +0.3% | -2.0% | -2.2% |
| 3M | -8.2% | +23.4% | -31.6% | -12.9% |
| 6M | -2.4% | +45.1% | -47.6% | -11.4% |
| YTD | -2.8% | +8.9% | -11.7% | -6.0% |
| 1Y | -2.7% | -7.9% | +5.3% | -2.4% |
| 3Y | +7.3% | +27.9% | -20.6% | -2.4% |
| 5Y | -11.4% | +108.3% | -119.8% | -28.6% |
| 10Y | +605.8% | +208.4% | +397.4% | +391.0% |
| All | +605.8% | +213.0% | +392.9% | +391.0% |
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