+7,653.6%
MTB vs HRB
+3,424.8%
+4,228.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | +1.5% | -5.1% | +6.6% | +2.9% |
| 30D | +2.3% | +8.7% | -6.3% | -0.1% |
| 3M | -12.1% | -5.4% | -6.7% | -11.3% |
| 6M | +9.8% | +41.6% | -31.8% | -1.3% |
| YTD | +12.0% | +18.7% | -6.7% | +3.7% |
| 1Y | +22.0% | +16.4% | +5.6% | +13.5% |
| 3Y | +107.6% | +22.0% | +85.6% | +87.3% |
| 5Y | +61.9% | +141.2% | -79.4% | +18.6% |
| 10Y | +116.3% | +223.1% | -106.8% | +39.7% |
| All | +7,653.6% | +3,424.8% | +4,228.8% | +3,377.7% |
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