-70.9%
S vs HRB
+127.3%
-198.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.5% |
| 7D | -7.7% | -5.7% | -2.0% | -6.3% |
| 30D | -5.3% | +7.9% | -13.2% | -7.8% |
| 3M | +20.3% | +32.1% | -11.9% | +10.4% |
| 6M | +47.4% | +62.2% | -14.9% | +27.1% |
| YTD | +32.5% | +16.4% | +16.1% | +24.2% |
| 1Y | +9.5% | -0.3% | +9.8% | +6.5% |
| 3Y | +15.5% | +36.0% | -20.5% | -0.9% |
| All | -70.9% | +127.3% | -198.2% | -76.9% |
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