+1,608.3%
SM vs HRB
+1,376.5%
+231.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.3% |
| 7D | +0.1% | -5.7% | +5.8% | +1.8% |
| 30D | +26.3% | +7.9% | +18.4% | +22.6% |
| 3M | +8.7% | +32.1% | -23.4% | -1.4% |
| 6M | +51.7% | +62.2% | -10.6% | +28.2% |
| YTD | +99.0% | +16.4% | +82.6% | +84.5% |
| 1Y | +34.6% | -0.3% | +34.9% | +30.3% |
| 3Y | -7.8% | +36.0% | -43.8% | -20.9% |
| 5Y | +104.8% | +125.2% | -20.4% | +46.4% |
| 10Y | +7.2% | +237.7% | -230.4% | -33.8% |
| All | +1,608.3% | +1,376.5% | +231.8% | +699.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling