+1,149.3%
PSX vs HRB
+412.3%
+737.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +6.4% | -7.8% | +14.2% | +8.8% |
| 30D | -10.2% | +15.7% | -25.9% | -14.2% |
| 3M | +17.2% | -5.5% | +22.7% | +18.2% |
| 6M | +51.8% | +41.1% | +10.6% | +34.4% |
| YTD | +108.0% | +20.4% | +87.6% | +90.4% |
| 1Y | +96.1% | +15.2% | +80.9% | +81.9% |
| 3Y | +155.9% | +24.3% | +131.5% | +123.7% |
| 5Y | +306.9% | +144.7% | +162.2% | +167.9% |
| 10Y | +364.5% | +227.8% | +136.7% | +150.3% |
| All | +1,149.3% | +412.3% | +737.0% | +446.4% |
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