+7.3%
PL vs HRB
+8.1%
-0.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -3.2% | +17.7% | +14.2% |
| 7D | +10.9% | -2.4% | +13.3% | +10.6% |
| 30D | -16.4% | +15.7% | -32.1% | -16.2% |
| 3M | -39.9% | +11.4% | -51.3% | -39.7% |
| 6M | -63.2% | +40.7% | -103.9% | -63.1% |
| YTD | -27.1% | +21.0% | -48.1% | -17.1% |
| All | +7.3% | +8.1% | -0.8% | +18.3% |
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