-3.6%
SM vs HRB
+13.4%
-17.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +0.3% | -8.1% | +8.4% | -0.4% |
| 30D | -17.3% | +15.0% | -32.4% | -17.6% |
| 3M | -3.6% | +10.2% | -13.8% | -4.5% |
| All | -3.6% | +13.4% | -17.0% | -4.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling