+5,947.5%
OMC vs HRB
+3,357.9%
+2,589.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.4% |
| 7D | -6.4% | -5.7% | -0.7% | -4.9% |
| 30D | +1.1% | +7.9% | -6.8% | -1.4% |
| 3M | +10.4% | +32.1% | -21.7% | +1.8% |
| 6M | -1.7% | +62.2% | -63.9% | -15.2% |
| YTD | +4.4% | +16.4% | -12.0% | -1.8% |
| 1Y | +8.4% | -0.3% | +8.7% | +6.1% |
| 3Y | +14.4% | +36.0% | -21.6% | +1.1% |
| 5Y | +33.9% | +125.2% | -91.3% | +0.6% |
| 10Y | +34.9% | +237.7% | -202.8% | -14.6% |
| All | +5,947.5% | +3,357.9% | +2,589.7% | +2,125.1% |
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