+3.7%
SO vs HRB
+16.9%
-13.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -0.8% |
| 7D | +1.7% | +16.0% | -14.3% | +1.4% |
| 30D | +11.1% | +32.1% | -20.9% | +10.7% |
| 3M | +0.7% | +21.5% | -20.8% | +0.2% |
| 6M | -1.4% | +82.1% | -83.5% | -1.0% |
| YTD | +9.4% | +31.6% | -22.2% | +8.6% |
| 1Y | +3.7% | +15.9% | -12.2% | +2.0% |
| All | +3.7% | +16.9% | -13.2% | +2.0% |
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