+50.9%
O vs HRB
+207.5%
-156.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -3.5% | -12.2% | +8.7% | -0.7% |
| 30D | -3.3% | -3.0% | -0.4% | -3.1% |
| 3M | -2.8% | +21.7% | -24.6% | -7.9% |
| 6M | -5.8% | +52.3% | -58.1% | -16.5% |
| YTD | +9.4% | +6.5% | +2.9% | +5.8% |
| 1Y | +5.7% | -6.7% | +12.4% | +5.7% |
| 3Y | +27.2% | +25.1% | +2.1% | +14.3% |
| 5Y | +17.2% | +113.8% | -96.6% | -13.3% |
| All | +50.9% | +207.5% | -156.6% | -5.7% |
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