+65.2%
PR vs HRB
+249.6%
-184.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +2.9% |
| 7D | -16.4% | +2.7% | -19.1% | -17.1% |
| 30D | -1.9% | +22.1% | -24.0% | -7.0% |
| 3M | +8.0% | +15.7% | -7.8% | +3.0% |
| 6M | +4.1% | +83.3% | -79.2% | -13.8% |
| YTD | +58.7% | +25.0% | +33.7% | +45.6% |
| 1Y | +75.8% | +6.9% | +68.9% | +68.8% |
| 3Y | +73.2% | +39.0% | +34.1% | +47.6% |
| 5Y | +230.1% | +146.4% | +83.7% | +126.7% |
| All | +65.2% | +249.6% | -184.5% | +9.9% |
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