+782.8%
PH vs HRB
+207.5%
+575.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -3.1% | -12.2% | +9.0% | +0.6% |
| 30D | -11.8% | -3.0% | -8.8% | -11.6% |
| 3M | +6.9% | +21.7% | -14.8% | -0.9% |
| 6M | -1.3% | +52.3% | -53.6% | -16.6% |
| YTD | +7.0% | +6.5% | +0.5% | +1.6% |
| 1Y | +23.1% | -6.7% | +29.8% | +22.2% |
| 3Y | +135.4% | +25.1% | +110.3% | +101.9% |
| 5Y | +250.3% | +113.8% | +136.6% | +135.6% |
| All | +782.8% | +207.5% | +575.3% | +378.1% |
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 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