+1,158.7%
PSX vs HRB
+405.0%
+753.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.2% |
| 7D | +7.8% | -5.1% | +12.9% | +9.4% |
| 30D | -10.9% | +8.7% | -19.6% | -13.3% |
| 3M | +14.5% | -5.4% | +19.9% | +15.5% |
| 6M | +56.1% | +41.6% | +14.5% | +38.1% |
| YTD | +109.6% | +18.7% | +90.9% | +92.6% |
| 1Y | +95.5% | +16.4% | +79.1% | +80.6% |
| 3Y | +156.2% | +22.0% | +134.2% | +125.3% |
| 5Y | +310.0% | +141.2% | +168.8% | +171.0% |
| 10Y | +368.0% | +223.1% | +144.9% | +153.2% |
| All | +1,158.7% | +405.0% | +753.7% | +452.8% |
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