+13.7%
MSCI vs HRB
+8.1%
+5.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.6% |
| 7D | +1.5% | -2.4% | +3.9% | +2.1% |
| 30D | +14.4% | +15.7% | -1.3% | +10.8% |
| 3M | +15.2% | +11.4% | +3.8% | +12.1% |
| 6M | +11.2% | +40.7% | -29.5% | +2.7% |
| YTD | +13.9% | +21.0% | -7.0% | +12.7% |
| All | +13.7% | +8.1% | +5.6% | +13.6% |
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 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