+485.4%
P vs HRB
+107.6%
+377.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +2.2% |
| 7D | +6.5% | -5.7% | +12.2% | +7.8% |
| 30D | +18.8% | +7.9% | +10.9% | +16.5% |
| 3M | +26.7% | +32.1% | -5.4% | +17.8% |
| 6M | +62.2% | +62.2% | -0.1% | +42.2% |
| YTD | +48.5% | +16.4% | +32.1% | +40.5% |
| 1Y | +26.4% | -0.3% | +26.7% | +23.6% |
| 3Y | +159.4% | +36.0% | +123.4% | +127.5% |
| 5Y | +275.8% | +125.2% | +150.6% | +180.2% |
| 10Y | +732.0% | +237.7% | +494.4% | +432.7% |
| All | +485.4% | +107.6% | +377.8% | +302.9% |
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