-0.4%
PL vs HRB
+16.9%
-17.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.4% | -10.8% | -6.1% |
| 7D | -11.7% | +16.0% | -27.8% | -11.0% |
| 30D | -27.1% | +32.1% | -59.2% | -26.3% |
| 3M | -44.6% | +21.5% | -66.1% | -43.9% |
| 6M | -67.2% | +82.1% | -149.3% | -66.5% |
| YTD | -35.9% | +31.6% | -67.5% | -29.6% |
| 1Y | -0.4% | +15.9% | -16.3% | +3.9% |
| All | -0.4% | +16.9% | -17.3% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling