+8,261.0%
MTB vs HRB
+3,134.5%
+5,126.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +1.1% |
| 7D | +2.8% | -9.1% | +11.8% | +5.3% |
| 30D | -4.2% | +0.3% | -4.4% | -4.8% |
| 3M | +7.8% | +23.4% | -15.6% | +1.0% |
| 6M | +14.8% | +45.1% | -30.3% | +1.6% |
| YTD | +20.8% | +8.9% | +11.9% | +14.8% |
| 1Y | +23.1% | -7.9% | +31.0% | +22.1% |
| 3Y | +114.8% | +27.9% | +86.9% | +91.5% |
| 5Y | +103.3% | +108.3% | -5.0% | +55.3% |
| 10Y | +173.0% | +208.4% | -35.5% | +79.1% |
| All | +8,261.0% | +3,134.5% | +5,126.5% | +3,749.0% |
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