+2,327.9%
NDAQ vs HRB
+378.3%
+1,949.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -0.6% |
| 7D | -2.4% | -5.7% | +3.2% | -0.6% |
| 30D | +2.5% | +7.9% | -5.5% | -0.6% |
| 3M | +9.9% | +32.1% | -22.2% | -0.3% |
| 6M | +9.4% | +62.2% | -52.8% | -8.4% |
| YTD | +0.4% | +16.4% | -16.0% | -6.8% |
| 1Y | +4.0% | -0.3% | +4.3% | +1.1% |
| 3Y | +94.4% | +36.0% | +58.4% | +66.4% |
| 5Y | +56.7% | +125.2% | -68.5% | +9.3% |
| 10Y | +375.3% | +237.7% | +137.6% | +151.5% |
| All | +2,327.9% | +378.3% | +1,949.6% | +840.2% |
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