+558.6%
QQQ vs HRB
+209.1%
+349.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.8% |
| 7D | -0.6% | -8.0% | +7.5% | +0.7% |
| 30D | -1.2% | -16.0% | +14.7% | +1.4% |
| 3M | -0.2% | +26.9% | -27.1% | -4.9% |
| 6M | +17.9% | +51.1% | -33.2% | +8.0% |
| YTD | +16.6% | +7.1% | +9.6% | +13.7% |
| 1Y | +23.0% | -9.6% | +32.6% | +23.6% |
| 3Y | +92.9% | +25.4% | +67.5% | +78.1% |
| 5Y | +95.6% | +114.9% | -19.3% | +59.7% |
| All | +558.6% | +209.1% | +349.4% | +384.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling