-6.7%
SM vs HRB
+141.1%
-147.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -19.5% | -4.0% | -15.5% | -19.1% |
| 30D | -20.2% | +15.8% | -36.0% | -22.7% |
| 3M | -6.5% | +12.0% | -18.5% | -9.4% |
| 6M | +1.6% | +40.7% | -39.2% | -6.6% |
| YTD | +61.2% | +21.0% | +40.3% | +52.4% |
| 1Y | +65.4% | +11.7% | +53.7% | +59.3% |
| 3Y | -13.0% | +25.0% | -38.0% | -21.2% |
| All | -6.7% | +141.1% | -147.8% | -29.9% |
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 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