+336.7%
RF vs HRB
+213.0%
+123.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | +1.2% |
| 7D | +2.7% | -9.1% | +11.7% | +6.2% |
| 30D | -3.4% | +0.3% | -3.6% | -4.4% |
| 3M | +6.4% | +23.4% | -17.0% | -3.3% |
| 6M | +13.4% | +45.1% | -31.7% | -5.1% |
| YTD | +14.2% | +8.9% | +5.4% | +6.7% |
| 1Y | +15.7% | -7.9% | +23.6% | +15.3% |
| 3Y | +91.3% | +27.9% | +63.4% | +59.2% |
| 5Y | +89.8% | +108.3% | -18.6% | +20.1% |
| 10Y | +336.7% | +208.4% | +128.2% | +107.9% |
| All | +336.7% | +213.0% | +123.7% | +107.9% |
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