+589.4%
SE vs HRB
+171.9%
+417.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.2% |
| 7D | -6.1% | -5.7% | -0.4% | -5.1% |
| 30D | -2.5% | +7.9% | -10.4% | -4.1% |
| 3M | +21.7% | +32.1% | -10.4% | +15.2% |
| 6M | +27.0% | +62.2% | -35.2% | +15.0% |
| YTD | -12.1% | +16.4% | -28.5% | -15.4% |
| 1Y | -40.9% | -0.3% | -40.6% | -41.5% |
| 3Y | +191.0% | +36.0% | +155.0% | +161.9% |
| 5Y | -68.3% | +125.2% | -193.5% | -74.6% |
| All | +589.4% | +171.9% | +417.5% | +415.0% |
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