+147.8%
PR vs HRB
+245.2%
-97.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.0% | -4.7% |
| 7D | -16.5% | +10.7% | -27.3% | -18.6% |
| 30D | -4.5% | +29.0% | -33.6% | -10.5% |
| 3M | +8.5% | +21.0% | -12.5% | +2.7% |
| 6M | -3.3% | +86.9% | -90.3% | -19.5% |
| YTD | +55.7% | +30.5% | +25.2% | +42.0% |
| 1Y | +82.0% | +13.6% | +68.5% | +72.5% |
| 3Y | +62.5% | +42.0% | +20.4% | +39.3% |
| 5Y | +223.9% | +157.2% | +66.7% | +125.4% |
| 10Y | +64.2% | +270.0% | -205.8% | +6.8% |
| All | +147.8% | +245.2% | -97.4% | +61.7% |
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 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