+34.1%
MSCI vs HRB
+36.2%
-2.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.4% |
| 7D | +2.8% | +2.7% | +0.1% | +2.4% |
| 30D | +15.4% | +22.1% | -6.7% | +11.3% |
| 3M | +13.4% | +15.7% | -2.3% | +10.1% |
| 6M | +10.9% | +83.3% | -72.4% | -0.5% |
| YTD | +13.0% | +25.0% | -12.0% | +7.1% |
| 1Y | +12.0% | +6.9% | +5.1% | +8.2% |
| 3Y | +34.1% | +39.0% | -4.9% | +21.1% |
| All | +34.1% | +36.2% | -2.1% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling