+818.4%
SLB vs HRB
+3,493.9%
-2,675.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.3% | -4.0% | -0.2% | -3.4% |
| 30D | +1.9% | +15.8% | -13.8% | -2.1% |
| 3M | -5.7% | +12.0% | -17.7% | -9.4% |
| 6M | -5.3% | +40.7% | -46.1% | -14.8% |
| YTD | +32.2% | +21.0% | +11.2% | +21.4% |
| 1Y | +38.5% | +11.7% | +26.8% | +29.9% |
| 3Y | +1.1% | +25.0% | -23.8% | -9.7% |
| 5Y | +70.3% | +141.0% | -70.8% | +24.1% |
| 10Y | -17.3% | +241.3% | -258.6% | -48.1% |
| All | +818.4% | +3,493.9% | -2,675.5% | +229.5% |
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