+150.0%
PM vs HRB
+22.6%
+127.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | +0.5% | -5.1% | +5.6% | +0.9% |
| 30D | -3.2% | +8.7% | -11.9% | -3.7% |
| 3M | +6.2% | -5.4% | +11.6% | +6.6% |
| 6M | +7.7% | +41.6% | -33.9% | +5.4% |
| YTD | +27.3% | +18.7% | +8.6% | +28.5% |
| 1Y | +32.8% | +16.4% | +16.3% | +34.3% |
| 3Y | +150.0% | +22.0% | +128.0% | +143.4% |
| All | +150.0% | +22.6% | +127.5% | +143.4% |
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