+38.4%
PL vs HRB
+141.1%
-102.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +13.4% | -8.1% | +21.5% | +14.7% |
| 30D | -10.2% | +15.0% | -25.2% | -12.9% |
| 3M | -39.5% | +10.2% | -49.7% | -41.1% |
| 6M | -65.7% | +44.2% | -110.0% | -68.8% |
| YTD | -27.3% | +21.0% | -48.2% | -30.8% |
| 1Y | +15.0% | +12.0% | +3.0% | +11.9% |
| 3Y | +560.8% | +24.9% | +535.9% | +509.2% |
| 5Y | +38.4% | +144.6% | -106.2% | +0.5% |
| All | +38.4% | +141.1% | -102.7% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling