-14.4%
SMR vs HRB
+112.2%
-126.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.5% | -16.2% | -15.6% |
| 7D | -11.2% | -8.0% | -3.2% | -12.0% |
| 30D | -10.2% | -16.0% | +5.7% | -11.8% |
| 3M | -10.0% | +26.9% | -36.9% | -7.7% |
| 6M | -30.5% | +51.1% | -81.6% | -28.1% |
| YTD | -39.2% | +7.1% | -46.3% | -38.0% |
| 1Y | -75.5% | -9.6% | -65.9% | -75.2% |
| 3Y | +45.4% | +25.4% | +20.0% | +45.9% |
| All | -14.4% | +112.2% | -126.6% | -11.9% |
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