+26.8%
PL vs HRB
+185.3%
-158.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -4.2% | +14.6% | +11.0% |
| 7D | -6.8% | +2.7% | -9.5% | -7.4% |
| 30D | -29.3% | +22.1% | -51.4% | -32.0% |
| 3M | -44.8% | +15.7% | -60.5% | -46.5% |
| 6M | -68.4% | +83.3% | -151.7% | -72.9% |
| YTD | -36.4% | +25.0% | -61.4% | -39.6% |
| 1Y | +0.7% | +6.9% | -6.2% | -0.4% |
| 3Y | +455.3% | +39.0% | +416.3% | +404.1% |
| 5Y | +22.7% | +146.4% | -123.7% | -4.6% |
| All | +26.8% | +185.3% | -158.5% | -1.2% |
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