+1,514.2%
RF vs HRB
+3,357.9%
-1,843.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +1.4% |
| 7D | +1.3% | -5.7% | +7.0% | +3.5% |
| 30D | -3.6% | +7.9% | -11.5% | -7.2% |
| 3M | +8.1% | +32.1% | -24.0% | -4.3% |
| 6M | +11.5% | +62.2% | -50.8% | -10.7% |
| YTD | +15.6% | +16.4% | -0.8% | +4.5% |
| 1Y | +15.7% | -0.3% | +15.9% | +10.5% |
| 3Y | +86.9% | +36.0% | +50.9% | +53.5% |
| 5Y | +89.8% | +125.2% | -35.4% | +22.8% |
| 10Y | +344.7% | +237.7% | +107.0% | +128.9% |
| All | +1,514.2% | +3,357.9% | -1,843.7% | +398.3% |
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