+19.9%
SM vs HRB
+209.1%
-189.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +4.6% | -8.0% | +12.6% | +7.9% |
| 30D | +18.2% | -16.0% | +34.2% | +26.1% |
| 3M | +22.5% | +26.9% | -4.3% | +8.4% |
| 6M | +50.6% | +51.1% | -0.6% | +21.7% |
| YTD | +108.1% | +7.1% | +101.1% | +93.6% |
| 1Y | +46.0% | -9.6% | +55.6% | +46.0% |
| 3Y | +2.9% | +25.4% | -22.5% | -16.6% |
| 5Y | +112.6% | +114.9% | -2.3% | +22.7% |
| All | +19.9% | +209.1% | -189.3% | -38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling