+238.6%
P vs HRB
+145.8%
+92.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.2% | +7.8% | +3.7% |
| 7D | -23.8% | +2.7% | -26.5% | -23.9% |
| 30D | -36.6% | +22.1% | -58.7% | -37.6% |
| 3M | +10.9% | +15.7% | -4.8% | +9.4% |
| 6M | +30.0% | +83.3% | -53.4% | +20.4% |
| YTD | +44.4% | +25.0% | +19.4% | +40.7% |
| 1Y | +3.9% | +6.9% | -3.0% | +3.9% |
| 3Y | +176.6% | +39.0% | +137.5% | +153.8% |
| All | +238.6% | +145.8% | +92.8% | +176.0% |
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