+1,402.2%
RF vs HRB
+3,613.7%
-2,211.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.9% | +1.2% |
| 7D | -0.9% | +2.7% | -3.6% | -2.0% |
| 30D | +6.0% | +22.1% | -16.1% | -2.0% |
| 3M | -8.9% | +15.7% | -24.6% | -15.0% |
| 6M | +2.3% | +83.3% | -81.0% | -21.8% |
| YTD | +7.6% | +25.0% | -17.5% | -5.9% |
| 1Y | +21.2% | +6.9% | +14.2% | +12.5% |
| 3Y | +108.5% | +39.0% | +69.5% | +69.3% |
| 5Y | +43.2% | +146.4% | -103.2% | -10.8% |
| 10Y | +288.1% | +254.4% | +33.6% | +95.3% |
| All | +1,402.2% | +3,613.7% | -2,211.5% | +349.1% |
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