+488.5%
NDAQ vs HRB
+221.6%
+266.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | +0.1% |
| 7D | +1.3% | -5.1% | +6.3% | +2.4% |
| 30D | +18.0% | +8.7% | +9.3% | +15.8% |
| 3M | +11.5% | -5.4% | +16.9% | +12.5% |
| 6M | +21.1% | +41.6% | -20.5% | +11.3% |
| YTD | +12.8% | +18.7% | -5.8% | +6.8% |
| 1Y | +25.7% | +16.4% | +9.3% | +19.4% |
| 3Y | +116.8% | +22.0% | +94.8% | +100.6% |
| 5Y | +67.3% | +141.2% | -74.0% | +30.5% |
| All | +488.5% | +221.6% | +266.9% | +307.4% |
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 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