+119.5%
RF vs HRB
+22.6%
+97.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | +1.9% | -5.1% | +7.0% | +2.6% |
| 30D | +7.3% | +8.7% | -1.3% | +6.0% |
| 3M | -7.9% | -5.4% | -2.5% | -7.5% |
| 6M | +10.5% | +41.6% | -31.0% | +4.5% |
| YTD | +9.6% | +18.7% | -9.0% | +8.0% |
| 1Y | +20.3% | +16.4% | +3.9% | +18.9% |
| 3Y | +119.5% | +22.0% | +97.5% | +95.4% |
| All | +119.5% | +22.6% | +97.0% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling