+878.4%
MSFT vs HRB
+209.1%
+669.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -0.8% | -8.0% | +7.2% | +0.6% |
| 30D | +0.8% | -16.0% | +16.8% | +3.9% |
| 3M | +27.2% | +26.9% | +0.4% | +20.9% |
| 6M | +22.9% | +51.1% | -28.2% | +12.4% |
| YTD | +3.1% | +7.1% | -3.9% | +0.3% |
| 1Y | -0.3% | -9.6% | +9.4% | -0.1% |
| 3Y | +50.1% | +25.4% | +24.7% | +38.1% |
| 5Y | +74.6% | +114.9% | -40.3% | +41.7% |
| All | +878.4% | +209.1% | +669.2% | +608.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling