+1,112.1%
PSX vs HRB
+395.4%
+716.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.3% |
| 7D | +4.5% | -5.7% | +10.2% | +6.3% |
| 30D | +26.6% | +7.9% | +18.7% | +22.9% |
| 3M | +39.3% | +32.1% | +7.1% | +26.5% |
| 6M | +56.8% | +62.2% | -5.4% | +32.0% |
| YTD | +101.8% | +16.4% | +85.4% | +87.5% |
| 1Y | +99.6% | -0.3% | +99.9% | +94.3% |
| 3Y | +140.3% | +36.0% | +104.3% | +103.8% |
| 5Y | +339.3% | +125.2% | +214.1% | +198.8% |
| 10Y | +369.9% | +237.7% | +132.2% | +151.8% |
| All | +1,112.1% | +395.4% | +716.7% | +438.1% |
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