+45.2%
PL vs HRB
+176.1%
-130.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -3.2% | +17.7% | +15.0% |
| 7D | +10.9% | -2.4% | +13.3% | +11.0% |
| 30D | -16.4% | +15.7% | -32.1% | -18.9% |
| 3M | -39.9% | +11.4% | -51.3% | -41.6% |
| 6M | -63.2% | +40.7% | -103.9% | -66.1% |
| YTD | -27.1% | +21.0% | -48.1% | -30.6% |
| 1Y | +12.2% | +7.2% | +4.9% | +10.3% |
| 3Y | +584.3% | +29.2% | +555.1% | +531.0% |
| 5Y | +37.0% | +142.3% | -105.4% | +7.0% |
| All | +45.2% | +176.1% | -130.9% | +13.6% |
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