+33.8%
SM vs HRB
+1.1%
+32.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -2.8% |
| 7D | -0.5% | -5.7% | +5.2% | -0.1% |
| 30D | +25.6% | +7.9% | +17.7% | +24.5% |
| 3M | +8.0% | +32.1% | -24.1% | +4.8% |
| 6M | +50.8% | +62.2% | -11.5% | +43.4% |
| YTD | +97.9% | +16.4% | +81.5% | +80.9% |
| 1Y | +33.8% | -0.3% | +34.1% | +18.5% |
| All | +33.8% | +1.1% | +32.7% | +18.5% |
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 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