+662.0%
PBR vs HRB
+209.1%
+452.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.0% |
| 7D | +5.4% | -8.0% | +13.4% | +7.6% |
| 30D | +22.9% | -16.0% | +38.8% | +28.3% |
| 3M | +19.6% | +26.9% | -7.2% | +10.2% |
| 6M | +16.5% | +51.1% | -34.6% | +0.3% |
| YTD | +86.7% | +7.1% | +79.6% | +77.7% |
| 1Y | +74.7% | -9.6% | +84.3% | +75.1% |
| 3Y | +102.6% | +25.4% | +77.2% | +74.9% |
| 5Y | +566.6% | +114.9% | +451.7% | +348.2% |
| All | +662.0% | +209.1% | +452.9% | +373.9% |
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 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