-54.3%
S vs HRB
+130.7%
-185.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -1.2% | -10.6% | +9.4% | +1.6% |
| 30D | -12.6% | -0.8% | -11.7% | -12.9% |
| 3M | +27.6% | +19.1% | +8.5% | +20.7% |
| 6M | +35.5% | +48.7% | -13.2% | +20.3% |
| YTD | +29.6% | +7.1% | +22.5% | +24.3% |
| 1Y | +8.1% | -8.3% | +16.4% | +7.4% |
| 3Y | +14.8% | +25.8% | -11.1% | +1.5% |
| 5Y | -70.6% | +111.1% | -181.7% | -75.8% |
| All | -54.3% | +130.7% | -185.0% | -58.2% |
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