-6.3%
PL vs HRB
+11.7%
-18.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -4.2% | +14.6% | +10.1% |
| 7D | -6.8% | +2.7% | -9.5% | -6.7% |
| 30D | -29.3% | +22.1% | -51.4% | -29.0% |
| 3M | -44.8% | +15.7% | -60.5% | -44.4% |
| 6M | -68.4% | +83.3% | -151.7% | -69.4% |
| YTD | -36.4% | +25.0% | -61.4% | -27.4% |
| All | -6.3% | +11.7% | -18.0% | +3.6% |
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 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