+124.3%
PM vs HRB
+28.7%
+95.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.7% | +1.6% |
| 7D | -1.3% | -9.1% | +7.8% | -0.7% |
| 30D | -2.6% | +0.3% | -2.8% | -2.6% |
| 3M | +5.8% | +23.4% | -17.6% | +4.3% |
| 6M | +10.6% | +45.1% | -34.6% | +7.9% |
| YTD | +17.2% | +8.9% | +8.3% | +18.8% |
| 1Y | +17.6% | -7.9% | +25.6% | +21.7% |
| 3Y | +124.3% | +27.9% | +96.3% | +110.3% |
| All | +124.3% | +28.7% | +95.5% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling