+83.0%
PL vs HRB
+165.7%
-82.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.5% |
| 7D | -9.3% | -5.7% | -3.6% | -8.4% |
| 30D | -18.9% | +7.9% | -26.8% | -20.2% |
| 3M | -58.4% | +32.1% | -90.5% | -60.9% |
| 6M | -30.3% | +62.2% | -92.6% | -38.3% |
| YTD | -8.1% | +16.4% | -24.5% | -11.4% |
| 1Y | +180.5% | -0.3% | +180.8% | +181.5% |
| 3Y | +444.1% | +36.0% | +408.1% | +395.4% |
| 5Y | +83.0% | +125.2% | -42.2% | +44.8% |
| All | +83.0% | +165.7% | -82.6% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling