+59.1%
SO vs HRB
+109.9%
-50.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.1% | -12.2% | +11.0% | 0.0% |
| 30D | -3.7% | -3.0% | -0.8% | -3.7% |
| 3M | -5.9% | +21.7% | -27.6% | -8.0% |
| 6M | -7.3% | +52.3% | -59.7% | -11.9% |
| YTD | +3.1% | +6.5% | -3.4% | +2.5% |
| 1Y | -1.0% | -6.7% | +5.7% | +0.1% |
| 3Y | +43.2% | +25.1% | +18.1% | +37.4% |
| 5Y | +59.1% | +113.8% | -54.7% | +43.0% |
| All | +59.1% | +109.9% | -50.8% | +43.0% |
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 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