+106.0%
MTB vs HRB
+109.9%
-3.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -0.4% | -12.2% | +11.7% | +2.0% |
| 30D | -4.6% | -3.0% | -1.6% | -4.5% |
| 3M | +7.4% | +21.7% | -14.3% | +2.4% |
| 6M | +18.7% | +52.3% | -33.6% | +6.7% |
| YTD | +21.1% | +6.5% | +14.6% | +19.1% |
| 1Y | +24.1% | -6.7% | +30.7% | +26.2% |
| 3Y | +115.3% | +25.1% | +90.2% | +95.4% |
| 5Y | +106.0% | +113.8% | -7.7% | +57.3% |
| All | +106.0% | +109.9% | -3.9% | +57.3% |
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