+9.9%
SNY vs HRB
+114.1%
-104.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -3.3% | -8.0% | +4.7% | -2.9% |
| 30D | -2.2% | -16.0% | +13.8% | -1.4% |
| 3M | -3.0% | +26.9% | -29.9% | -4.1% |
| 6M | +2.7% | +51.1% | -48.4% | +0.8% |
| YTD | -6.8% | +7.1% | -13.9% | -6.8% |
| 1Y | -5.3% | -9.6% | +4.4% | -4.3% |
| 3Y | -9.8% | +25.4% | -35.2% | -10.0% |
| All | +9.9% | +114.1% | -104.1% | +9.2% |
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