+170.1%
MTB vs HRB
+209.1%
-39.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | 0.0% | -8.0% | +8.0% | +2.6% |
| 30D | -4.8% | -16.0% | +11.2% | +0.4% |
| 3M | +6.0% | +26.9% | -20.9% | -3.3% |
| 6M | +19.6% | +51.1% | -31.5% | +1.0% |
| YTD | +21.5% | +7.1% | +14.4% | +15.2% |
| 1Y | +24.7% | -9.6% | +34.3% | +25.5% |
| 3Y | +108.6% | +25.4% | +83.2% | +79.5% |
| 5Y | +106.7% | +114.9% | -8.2% | +37.8% |
| All | +170.1% | +209.1% | -39.1% | +45.9% |
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