+415.3%
PR vs HRB
+126.2%
+289.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.0% |
| 7D | +2.9% | -5.7% | +8.6% | +3.7% |
| 30D | +18.0% | +7.9% | +10.1% | +16.4% |
| 3M | +16.9% | +32.1% | -15.3% | +11.2% |
| 6M | +28.2% | +62.2% | -34.0% | +17.0% |
| YTD | +69.3% | +16.4% | +52.9% | +65.7% |
| 1Y | +69.5% | -0.3% | +69.8% | +71.7% |
| 3Y | +81.7% | +36.0% | +45.7% | +60.6% |
| All | +415.3% | +126.2% | +289.0% | +299.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling