+30.9%
PM vs HRB
+11.7%
+19.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | -2.4% | -7.8% | +5.4% | -2.1% |
| 30D | -1.3% | +15.7% | -17.1% | -1.7% |
| 3M | +6.5% | -5.5% | +12.0% | +6.6% |
| 6M | +7.0% | +41.1% | -34.2% | +7.1% |
| YTD | +25.8% | +20.4% | +5.4% | +36.6% |
| 1Y | +30.9% | +15.2% | +15.7% | +44.3% |
| All | +30.9% | +11.7% | +19.2% | +44.3% |
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