+42.1%
RF vs HRB
+145.8%
-103.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.9% | +0.5% |
| 7D | -0.9% | +2.7% | -3.6% | -1.5% |
| 30D | +6.0% | +22.1% | -16.1% | +1.6% |
| 3M | -8.9% | +15.7% | -24.6% | -12.2% |
| 6M | +2.3% | +83.3% | -81.0% | -11.9% |
| YTD | +7.6% | +25.0% | -17.5% | +1.8% |
| 1Y | +21.2% | +6.9% | +14.2% | +19.7% |
| 3Y | +108.5% | +39.0% | +69.5% | +84.5% |
| All | +42.1% | +145.8% | -103.7% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling