+39.5%
PL vs HRB
+170.8%
-131.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | +10.0% | -5.1% | +15.1% | +10.8% |
| 30D | -2.3% | +8.7% | -10.9% | -4.1% |
| 3M | -44.2% | -5.4% | -38.8% | -44.0% |
| 6M | -66.1% | +41.6% | -107.7% | -68.9% |
| YTD | -30.0% | +18.7% | -48.6% | -33.1% |
| 1Y | +21.0% | +16.4% | +4.6% | +16.1% |
| 3Y | +516.5% | +22.0% | +494.5% | +475.8% |
| 5Y | +32.0% | +141.2% | -109.2% | +3.4% |
| All | +39.5% | +170.8% | -131.3% | +9.5% |
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 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