+2,739.7%
MSCI vs HRB
+421.4%
+2,318.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.8% |
| 7D | +1.5% | -2.4% | +3.9% | +2.2% |
| 30D | +14.4% | +15.7% | -1.3% | +9.4% |
| 3M | +15.2% | +11.4% | +3.8% | +10.8% |
| 6M | +11.2% | +40.7% | -29.5% | -0.6% |
| YTD | +13.9% | +21.0% | -7.0% | +5.1% |
| 1Y | +12.5% | +7.2% | +5.3% | +7.6% |
| 3Y | +32.3% | +29.2% | +3.1% | +16.2% |
| 5Y | +4.9% | +142.3% | -137.5% | -26.0% |
| 10Y | +779.7% | +253.1% | +526.6% | +383.0% |
| All | +2,739.7% | +421.4% | +2,318.3% | +1,022.7% |
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 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