+5,976.4%
SO vs HRB
+3,357.9%
+2,618.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.2% | -0.2% |
| 7D | -0.2% | -5.7% | +5.5% | +0.7% |
| 30D | -4.6% | +7.9% | -12.5% | -5.8% |
| 3M | -3.0% | +32.1% | -35.2% | -7.2% |
| 6M | -8.3% | +62.2% | -70.5% | -15.3% |
| YTD | +3.5% | +16.4% | -12.9% | -0.1% |
| 1Y | -0.9% | -0.3% | -0.7% | -2.3% |
| 3Y | +45.4% | +36.0% | +9.3% | +35.5% |
| 5Y | +59.6% | +125.2% | -65.6% | +36.2% |
| 10Y | +156.6% | +237.7% | -81.1% | +97.8% |
| All | +5,976.4% | +3,357.9% | +2,618.5% | +2,860.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling