+5,221.5%
O vs HRB
+1,133.5%
+4,088.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -0.4% | -5.1% | +4.7% | +0.9% |
| 30D | +7.1% | +8.7% | -1.5% | +4.8% |
| 3M | -5.2% | -5.4% | +0.2% | -4.3% |
| 6M | -1.8% | +41.6% | -43.3% | -11.0% |
| YTD | +9.1% | +18.7% | -9.6% | +1.4% |
| 1Y | +9.7% | +16.4% | -6.8% | +2.4% |
| 3Y | +39.1% | +22.0% | +17.2% | +25.9% |
| 5Y | +8.4% | +141.2% | -132.9% | -20.4% |
| 10Y | +80.2% | +223.1% | -143.0% | +14.4% |
| All | +5,221.5% | +1,133.5% | +4,088.0% | +2,381.1% |
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