+3.0%
SNY vs HRB
+1.1%
+1.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | -0.1% |
| 7D | -1.3% | -5.7% | +4.4% | -1.1% |
| 30D | +3.4% | +7.9% | -4.5% | +3.0% |
| 3M | -0.3% | +32.1% | -32.4% | -1.1% |
| 6M | +1.0% | +62.2% | -61.2% | +0.7% |
| YTD | -3.6% | +16.4% | -20.0% | +0.9% |
| 1Y | +3.0% | -0.3% | +3.3% | +11.8% |
| All | +3.0% | +1.1% | +1.9% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling