+76.1%
SO vs HRB
+144.6%
-68.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.1% | -4.0% | +3.9% | +0.3% |
| 30D | +8.7% | +15.8% | -7.1% | +7.1% |
| 3M | +3.4% | +12.0% | -8.7% | +1.9% |
| 6M | +3.7% | +40.7% | -37.0% | -0.2% |
| YTD | +10.0% | +21.0% | -10.9% | +8.0% |
| 1Y | +6.6% | +11.7% | -5.1% | +5.7% |
| 3Y | +52.5% | +25.0% | +27.5% | +47.4% |
| 5Y | +76.1% | +141.0% | -65.0% | +58.7% |
| All | +76.1% | +144.6% | -68.5% | +58.7% |
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