+836.5%
PM vs HRB
+482.3%
+354.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -7.1% | -8.1% | +1.0% | -5.4% |
| 30D | -2.8% | +15.0% | -17.8% | -5.7% |
| 3M | +6.3% | +10.2% | -3.9% | +3.6% |
| 6M | +9.6% | +44.2% | -34.6% | +0.6% |
| YTD | +25.6% | +21.0% | +4.6% | +18.2% |
| 1Y | +29.7% | +12.0% | +17.7% | +24.0% |
| 3Y | +147.6% | +24.9% | +122.6% | +126.8% |
| 5Y | +160.1% | +144.6% | +15.5% | +99.1% |
| 10Y | +260.9% | +229.4% | +31.5% | +138.8% |
| All | +836.5% | +482.3% | +354.2% | +379.3% |
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 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