+24,016.6%
PH vs HRB
+3,493.2%
+20,523.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +6.9% | -8.1% | +15.0% | +9.5% |
| 30D | +1.7% | +15.0% | -13.4% | -3.1% |
| 3M | -8.1% | +10.2% | -18.4% | -12.1% |
| 6M | +11.5% | +44.2% | -32.7% | -2.8% |
| YTD | +11.4% | +21.0% | -9.6% | +0.2% |
| 1Y | +14.1% | +12.0% | +2.1% | +5.0% |
| 3Y | +138.2% | +24.9% | +113.3% | +106.4% |
| 5Y | +216.0% | +144.6% | +71.4% | +114.6% |
| 10Y | +710.0% | +229.4% | +480.6% | +368.2% |
| All | +24,016.6% | +3,493.2% | +20,523.4% | +5,735.8% |
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