+79.1%
MTUM vs HRB
+114.1%
-34.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | +0.7% | -8.0% | +8.7% | +1.2% |
| 30D | -2.4% | -16.0% | +13.5% | -1.4% |
| 3M | -3.6% | +26.9% | -30.5% | -6.0% |
| 6M | +23.7% | +51.1% | -27.5% | +17.4% |
| YTD | +22.9% | +7.1% | +15.9% | +23.0% |
| 1Y | +21.8% | -9.6% | +31.4% | +25.2% |
| 3Y | +114.4% | +25.4% | +89.0% | +102.2% |
| All | +79.1% | +114.1% | -34.9% | +50.4% |
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