-53.7%
SMR vs HRB
+135.2%
-188.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.5% |
| 7D | -8.3% | -5.1% | -3.2% | -8.9% |
| 30D | -20.1% | +8.7% | -28.7% | -19.2% |
| 3M | -52.7% | -5.4% | -47.3% | -52.8% |
| 6M | -61.0% | +41.6% | -102.6% | -59.4% |
| YTD | -67.1% | +18.7% | -85.8% | -65.9% |
| 1Y | -79.9% | +16.4% | -96.3% | -79.1% |
| 3Y | +101.7% | +22.0% | +79.7% | +105.5% |
| All | -53.7% | +135.2% | -188.9% | -51.6% |
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