+71.6%
SM vs HRB
+16.9%
+54.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +4.4% | -19.7% | -15.5% |
| 7D | -21.5% | +16.0% | -37.5% | -22.4% |
| 30D | -11.4% | +32.1% | -43.5% | -13.4% |
| 3M | +0.6% | +21.5% | -20.9% | -1.5% |
| 6M | +0.2% | +82.1% | -81.8% | -6.5% |
| YTD | +69.7% | +31.6% | +38.0% | +56.9% |
| 1Y | +71.6% | +15.9% | +55.7% | +64.8% |
| All | +71.6% | +16.9% | +54.7% | +64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling