+31.1%
OMC vs HRB
+209.1%
-178.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -4.4% | -8.0% | +3.7% | -2.0% |
| 30D | -7.6% | -16.0% | +8.4% | -2.9% |
| 3M | +4.5% | +26.9% | -22.3% | -3.3% |
| 6M | -0.3% | +51.1% | -51.4% | -13.6% |
| YTD | -0.1% | +7.1% | -7.2% | -4.1% |
| 1Y | +4.6% | -9.6% | +14.3% | +5.7% |
| 3Y | +10.5% | +25.4% | -14.9% | -1.9% |
| 5Y | +31.7% | +114.9% | -83.2% | -5.5% |
| All | +31.1% | +209.1% | -178.1% | -22.8% |
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