+469.1%
P vs HRB
+122.9%
+346.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.2% | +7.8% | +4.3% |
| 7D | -23.8% | +2.7% | -26.5% | -24.3% |
| 30D | -36.6% | +22.1% | -58.7% | -39.5% |
| 3M | +10.9% | +15.7% | -4.8% | +6.5% |
| 6M | +30.0% | +83.3% | -53.4% | +10.6% |
| YTD | +44.4% | +25.0% | +19.4% | +33.8% |
| 1Y | +3.9% | +6.9% | -3.0% | -0.1% |
| 3Y | +176.6% | +39.0% | +137.5% | +141.1% |
| 5Y | +249.3% | +146.4% | +102.9% | +154.1% |
| 10Y | +726.9% | +254.4% | +472.5% | +419.1% |
| All | +469.1% | +122.9% | +346.2% | +283.6% |
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