-69.4%
PL vs HRB
+81.8%
-151.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.8% | -9.3% | -10.4% |
| 7D | -20.5% | +10.7% | -31.3% | -17.8% |
| 30D | -38.8% | +29.0% | -67.8% | -33.6% |
| 3M | -49.1% | +21.0% | -70.1% | -45.2% |
| 6M | -69.4% | +86.9% | -156.3% | -56.9% |
| All | -69.4% | +81.8% | -151.2% | -56.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling