+15.3%
O vs HRB
+104.8%
-89.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | -2.3% | -10.6% | +8.4% | -1.0% |
| 30D | -2.4% | -0.8% | -1.6% | -2.6% |
| 3M | -0.6% | +19.1% | -19.6% | -2.9% |
| 6M | -5.0% | +48.7% | -53.7% | -10.0% |
| YTD | +10.4% | +7.1% | +3.3% | +10.2% |
| 1Y | +6.6% | -8.3% | +14.9% | +9.3% |
| 3Y | +28.4% | +25.8% | +2.6% | +21.6% |
| 5Y | +15.3% | +111.1% | -95.8% | -2.3% |
| All | +15.3% | +104.8% | -89.6% | -2.3% |
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