-20.0%
POET vs HRB
+318.0%
-338.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.6% |
| 7D | +9.7% | -10.6% | +20.4% | +10.8% |
| 30D | -6.5% | -0.8% | -5.7% | -6.7% |
| 3M | -25.7% | +19.1% | -44.8% | -27.4% |
| 6M | +19.6% | +48.7% | -29.1% | +12.6% |
| YTD | +26.4% | +7.1% | +19.3% | +24.0% |
| 1Y | +50.1% | -8.3% | +58.4% | +49.9% |
| 3Y | +127.9% | +25.8% | +102.1% | +117.9% |
| 5Y | -5.9% | +111.1% | -117.0% | -16.7% |
| 10Y | +31.1% | +206.6% | -175.4% | +6.0% |
| All | -20.0% | +318.0% | -338.0% | -47.5% |
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