+78.7%
PR vs HRB
+243.1%
-164.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.5% | -8.1% | +7.6% | +1.5% |
| 30D | -4.6% | +15.0% | -19.6% | -8.3% |
| 3M | +4.7% | +10.2% | -5.5% | +1.0% |
| 6M | +12.4% | +44.2% | -31.8% | +0.4% |
| YTD | +62.9% | +21.0% | +41.9% | +50.5% |
| 1Y | +70.6% | +12.0% | +58.6% | +61.2% |
| 3Y | +90.0% | +24.9% | +65.1% | +67.3% |
| 5Y | +255.5% | +144.6% | +110.9% | +143.1% |
| 10Y | +78.7% | +229.4% | -150.7% | +16.7% |
| All | +78.7% | +243.1% | -164.3% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling