+43.8%
SO vs HRB
+37.6%
+6.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.2% | -0.5% |
| 7D | -0.2% | -5.7% | +5.5% | +0.2% |
| 30D | -4.6% | +7.9% | -12.5% | -5.1% |
| 3M | -3.0% | +32.1% | -35.2% | -4.8% |
| 6M | -8.3% | +62.2% | -70.5% | -11.1% |
| YTD | +3.5% | +16.4% | -12.9% | +3.7% |
| 1Y | -0.9% | -0.3% | -0.7% | +1.1% |
| All | +43.8% | +37.6% | +6.2% | +42.0% |
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 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