-79.4%
SPXU vs HRB
+25.2%
-104.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | +6.4% | -12.2% | +18.5% | +4.6% |
| 30D | +5.9% | -3.0% | +8.9% | +5.8% |
| 3M | -11.7% | +21.7% | -33.4% | -8.7% |
| 6M | -28.7% | +52.3% | -81.0% | -22.6% |
| YTD | -26.4% | +6.5% | -32.8% | -28.5% |
| 1Y | -35.2% | -6.7% | -28.6% | -40.0% |
| All | -79.4% | +25.2% | -104.6% | -76.1% |
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 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