+112.2%
SM vs HRB
+104.8%
+7.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | -0.2% | -10.6% | +10.4% | +1.8% |
| 30D | +20.3% | -0.8% | +21.1% | +19.7% |
| 3M | +22.9% | +19.1% | +3.9% | +17.2% |
| 6M | +47.8% | +48.7% | -0.9% | +33.7% |
| YTD | +107.5% | +7.1% | +100.4% | +101.3% |
| 1Y | +51.7% | -8.3% | +60.1% | +52.6% |
| 3Y | -0.9% | +25.8% | -26.7% | -11.5% |
| 5Y | +112.2% | +111.1% | +1.2% | +86.4% |
| All | +112.2% | +104.8% | +7.4% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling