+2.0%
SM vs HRB
+28.0%
-26.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.5% | +10.1% | +4.3% |
| 7D | -0.2% | -9.1% | +8.9% | +0.8% |
| 30D | +31.5% | +0.3% | +31.3% | +30.8% |
| 3M | +17.3% | +23.4% | -6.1% | +13.3% |
| 6M | +48.5% | +45.1% | +3.4% | +39.9% |
| YTD | +106.3% | +8.9% | +97.4% | +100.9% |
| 1Y | +47.3% | -7.9% | +55.2% | +46.9% |
| All | +2.0% | +28.0% | -26.1% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling