+23,761.0%
PH vs HRB
+3,357.9%
+20,403.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +1.0% |
| 7D | -3.1% | -5.7% | +2.6% | -1.3% |
| 30D | -3.2% | +7.9% | -11.2% | -6.1% |
| 3M | +10.6% | +32.1% | -21.5% | +0.1% |
| 6M | -2.1% | +62.2% | -64.4% | -18.6% |
| YTD | +10.2% | +16.4% | -6.2% | +1.1% |
| 1Y | +28.2% | -0.3% | +28.5% | +23.2% |
| 3Y | +134.9% | +36.0% | +98.9% | +99.2% |
| 5Y | +253.6% | +125.2% | +128.4% | +148.2% |
| 10Y | +804.7% | +237.7% | +567.1% | +422.7% |
| All | +23,761.0% | +3,357.9% | +20,403.1% | +5,788.5% |
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