+3.8%
MSCI vs HRB
+145.8%
-142.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.2% |
| 7D | +2.8% | +2.7% | +0.1% | +2.2% |
| 30D | +15.4% | +22.1% | -6.7% | +9.8% |
| 3M | +13.4% | +15.7% | -2.3% | +8.9% |
| 6M | +10.9% | +83.3% | -72.4% | -5.8% |
| YTD | +13.0% | +25.0% | -12.0% | +5.6% |
| 1Y | +12.0% | +6.9% | +5.1% | +9.0% |
| 3Y | +34.1% | +39.0% | -4.9% | +15.8% |
| All | +3.8% | +145.8% | -142.0% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling