+6,277.0%
SO vs HRB
+3,475.6%
+2,801.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -0.9% | -7.8% | +6.8% | +0.2% |
| 30D | +4.9% | +15.7% | -10.8% | +2.7% |
| 3M | +0.8% | -5.5% | +6.3% | +1.3% |
| 6M | +0.6% | +41.1% | -40.6% | -4.9% |
| YTD | +8.7% | +20.4% | -11.7% | +4.2% |
| 1Y | +4.0% | +15.2% | -11.3% | +0.3% |
| 3Y | +50.6% | +24.3% | +26.3% | +42.2% |
| 5Y | +77.5% | +144.7% | -67.2% | +49.5% |
| 10Y | +192.0% | +227.8% | -35.8% | +125.5% |
| All | +6,277.0% | +3,475.6% | +2,801.4% | +2,987.1% |
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