-9.8%
SNY vs HRB
+25.9%
-35.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -3.3% | -8.0% | +4.7% | -2.8% |
| 30D | -2.2% | -16.0% | +13.8% | -1.0% |
| 3M | -3.0% | +26.9% | -29.9% | -4.6% |
| 6M | +2.7% | +51.1% | -48.4% | +0.1% |
| YTD | -6.8% | +7.1% | -13.9% | -5.8% |
| 1Y | -5.3% | -9.6% | +4.4% | -2.4% |
| 3Y | -9.8% | +25.4% | -35.2% | -15.6% |
| All | -9.8% | +25.9% | -35.7% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling