+2,658.0%
NDAQ vs HRB
+397.0%
+2,261.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | 0.0% | -8.1% | +8.1% | +2.6% |
| 30D | +16.3% | +15.0% | +1.3% | +11.1% |
| 3M | +15.8% | +10.2% | +5.6% | +11.2% |
| 6M | +24.8% | +44.2% | -19.4% | +9.5% |
| YTD | +14.1% | +21.0% | -6.9% | +4.2% |
| 1Y | +26.5% | +12.0% | +14.5% | +18.3% |
| 3Y | +119.1% | +24.9% | +94.2% | +92.7% |
| 5Y | +70.9% | +144.6% | -73.7% | +15.9% |
| 10Y | +479.7% | +229.4% | +250.3% | +210.4% |
| All | +2,658.0% | +397.0% | +2,261.0% | +951.1% |
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