+2,417.1%
MSCI vs HRB
+401.8%
+2,015.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.9% |
| 7D | +0.4% | -5.7% | +6.1% | +2.1% |
| 30D | +0.6% | +7.9% | -7.3% | -2.2% |
| 3M | -7.1% | +32.1% | -39.2% | -15.1% |
| 6M | +0.8% | +62.2% | -61.4% | -14.4% |
| YTD | +1.0% | +16.4% | -15.4% | -5.6% |
| 1Y | +4.3% | -0.3% | +4.6% | +1.9% |
| 3Y | +9.9% | +36.0% | -26.1% | -5.0% |
| 5Y | -6.8% | +125.2% | -132.0% | -32.7% |
| 10Y | +614.7% | +237.7% | +377.0% | +298.1% |
| All | +2,417.1% | +401.8% | +2,015.3% | +908.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling